+18.4%
BX vs WYNN
-11.0%
+29.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -5.6% | -4.2% | -1.4% | -3.9% |
| 30D | -12.2% | -14.6% | +2.4% | -6.5% |
| 3M | +7.4% | -18.4% | +25.8% | +16.2% |
| 6M | +22.2% | -11.9% | +34.1% | +27.7% |
| YTD | -14.0% | -26.6% | +12.6% | -3.2% |
| 1Y | -27.3% | -28.5% | +1.2% | -18.2% |
| 3Y | +24.5% | -5.1% | +29.7% | +19.3% |
| All | +18.4% | -11.0% | +29.4% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling