-12.0%
BURL vs WYNN
-26.4%
+14.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | -3.9% | +1.1% | -1.9% |
| 30D | -28.2% | -9.3% | -18.9% | -26.7% |
| 3M | -17.6% | -11.4% | -6.2% | -15.5% |
| 6M | -11.8% | -11.0% | -0.8% | -10.0% |
| YTD | -8.1% | -23.4% | +15.2% | -7.3% |
| 1Y | -12.0% | -24.8% | +12.9% | -13.0% |
| All | -12.0% | -26.4% | +14.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling