+63.6%
BURL vs WYNN
+0.1%
+63.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.0% |
| 7D | -2.6% | +1.8% | -4.4% | -3.1% |
| 30D | -30.8% | -9.8% | -20.9% | -28.5% |
| 3M | -18.7% | -11.8% | -6.8% | -15.4% |
| 6M | -16.4% | -8.8% | -7.7% | -14.1% |
| YTD | -11.6% | -22.8% | +11.2% | -4.9% |
| 1Y | -12.0% | -24.1% | +12.1% | -6.2% |
| 3Y | +63.6% | +0.4% | +63.2% | +46.7% |
| All | +63.6% | +0.1% | +63.5% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling