+1,176.3%
WYNN vs BB
+263.4%
+912.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.4% |
| 7D | -3.4% | -2.1% | -1.4% | -3.0% |
| 30D | -15.4% | -16.0% | +0.6% | -12.4% |
| 3M | -15.8% | -14.5% | -1.3% | -14.8% |
| 6M | -13.5% | +118.6% | -132.0% | -30.8% |
| YTD | -26.0% | +98.9% | -124.9% | -39.5% |
| 1Y | -27.4% | +99.5% | -126.9% | -41.2% |
| 3Y | -3.7% | +65.4% | -69.1% | -24.4% |
| 5Y | -9.8% | -27.6% | +17.9% | -16.7% |
| 10Y | +1.1% | -0.4% | +1.5% | -31.4% |
| All | +1,176.3% | +263.4% | +912.9% | +796.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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