-15.0%
BURL vs WYNN
-25.4%
+10.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.9% |
| 7D | -7.0% | -1.4% | -5.5% | -6.6% |
| 30D | -35.6% | -11.8% | -23.9% | -33.9% |
| 3M | -26.3% | -15.8% | -10.5% | -23.7% |
| 6M | -20.7% | -10.7% | -10.0% | -18.9% |
| YTD | -17.2% | -24.5% | +7.3% | -16.4% |
| 1Y | -15.0% | -25.0% | +10.0% | -14.3% |
| All | -15.0% | -25.4% | +10.4% | -14.3% |
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