-5.1%
WYNN vs BNS
+188.9%
-194.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.4% |
| 7D | -4.2% | -0.4% | -3.8% | -3.9% |
| 30D | -14.6% | +3.5% | -18.1% | -17.8% |
| 3M | -18.4% | +14.1% | -32.5% | -28.8% |
| 6M | -11.9% | +33.8% | -45.7% | -34.3% |
| YTD | -26.6% | +29.5% | -56.0% | -43.6% |
| 1Y | -28.5% | +48.4% | -76.9% | -52.1% |
| 3Y | -5.1% | +129.6% | -134.7% | -59.7% |
| 5Y | -10.5% | +96.1% | -106.6% | -55.7% |
| All | -5.1% | +188.9% | -194.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling