+13.7%
WYNN vs BAM
+71.9%
-58.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +2.1% |
| 7D | +1.8% | -1.6% | +3.4% | +2.4% |
| 30D | -9.8% | -6.0% | -3.9% | -7.7% |
| 3M | -11.8% | +7.3% | -19.2% | -15.0% |
| 6M | -8.8% | +8.2% | -17.0% | -12.7% |
| YTD | -22.8% | -3.8% | -19.0% | -22.4% |
| 1Y | -24.1% | -10.7% | -13.4% | -21.8% |
| 3Y | +0.4% | +55.3% | -54.9% | -20.7% |
| All | +13.7% | +71.9% | -58.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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