-10.4%
BURL vs WYNN
-32.4%
+21.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -24.0% |
| 6M | -12.3% | -13.6% | +1.3% | -8.6% |
| YTD | -11.3% | -28.5% | +17.3% | -8.8% |
| 1Y | -10.4% | -31.6% | +21.2% | -10.0% |
| All | -10.4% | -32.4% | +21.9% | -10.0% |
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