+960.9%
BURL vs WYNN
-28.6%
+989.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | -3.9% | +1.1% | -1.7% |
| 30D | -28.2% | -9.3% | -18.9% | -26.1% |
| 3M | -17.6% | -11.4% | -6.2% | -14.7% |
| 6M | -11.8% | -11.0% | -0.8% | -8.9% |
| YTD | -8.1% | -23.4% | +15.2% | -1.2% |
| 1Y | -12.0% | -24.8% | +12.9% | -5.8% |
| 3Y | +63.3% | -7.1% | +70.4% | +60.6% |
| 5Y | -10.8% | -5.4% | -5.4% | -16.5% |
| 10Y | +215.9% | +11.5% | +204.4% | +157.5% |
| All | +960.9% | -28.6% | +989.5% | +822.2% |
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