+915.4%
BURL vs WYNN
-31.9%
+947.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.5% |
| 7D | +5.9% | +12.4% | -6.5% | +2.4% |
| 30D | -8.3% | +16.2% | -24.5% | -12.2% |
| 3M | -31.6% | -14.6% | -17.0% | -28.6% |
| 6M | -16.6% | -14.3% | -2.3% | -13.1% |
| YTD | -12.1% | -26.9% | +14.8% | -4.4% |
| 1Y | -10.0% | -31.6% | +21.6% | -0.6% |
| 3Y | +94.3% | +5.3% | +89.0% | +84.4% |
| 5Y | -13.2% | -1.7% | -11.5% | -19.2% |
| 10Y | +252.5% | +15.2% | +237.4% | +187.8% |
| All | +915.4% | -31.9% | +947.3% | +793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling