+251.8%
BURL vs WYNN
+13.3%
+238.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | -0.8% | +3.6% | -4.5% | -2.1% |
| 30D | -4.4% | +13.9% | -18.3% | -8.6% |
| 3M | -28.6% | -18.3% | -10.3% | -23.8% |
| 6M | -12.3% | -13.6% | +1.3% | -8.4% |
| YTD | -11.3% | -28.5% | +17.3% | -1.6% |
| 1Y | -10.4% | -31.6% | +21.2% | +0.4% |
| 3Y | +96.1% | +3.0% | +93.1% | +85.0% |
| 5Y | -5.0% | -6.3% | +1.2% | -11.7% |
| 10Y | +251.8% | +13.0% | +238.8% | +203.2% |
| All | +251.8% | +13.3% | +238.5% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling