+233.9%
BURL vs WYNN
+10.5%
+223.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -0.8% |
| 7D | +0.4% | +4.7% | -4.2% | -1.2% |
| 30D | -4.3% | +9.7% | -14.0% | -7.3% |
| 3M | -28.8% | -19.2% | -9.6% | -23.7% |
| 6M | -12.8% | -14.2% | +1.4% | -8.7% |
| YTD | -12.8% | -30.5% | +17.7% | -2.3% |
| 1Y | -12.3% | -33.0% | +20.7% | -1.0% |
| 3Y | +92.7% | +0.1% | +92.6% | +83.5% |
| 5Y | -6.5% | -8.4% | +1.9% | -12.5% |
| All | +233.9% | +10.5% | +223.3% | +189.6% |
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