+93.5%
BURL vs WYNN
+2.9%
+90.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.0% | -4.4% |
| 7D | -1.6% | +2.3% | -3.9% | -2.4% |
| 30D | -7.7% | +15.4% | -23.1% | -11.9% |
| 3M | -31.7% | -16.7% | -14.9% | -27.8% |
| 6M | -15.2% | -11.1% | -4.0% | -12.4% |
| YTD | -15.9% | -28.8% | +12.9% | -7.7% |
| 1Y | -14.2% | -30.2% | +16.0% | -5.7% |
| 3Y | +93.5% | +3.8% | +89.8% | +71.0% |
| All | +93.5% | +2.9% | +90.6% | +71.0% |
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 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