-5.1%
WYNN vs BR
+189.7%
-194.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.2% | -3.0% | -1.2% | -2.6% |
| 30D | -14.6% | -0.3% | -14.3% | -14.7% |
| 3M | -18.4% | +17.3% | -35.7% | -26.3% |
| 6M | -11.9% | -6.7% | -5.2% | -9.8% |
| YTD | -26.6% | -23.4% | -3.1% | -16.1% |
| 1Y | -28.5% | -32.7% | +4.1% | -12.0% |
| 3Y | -5.1% | -5.9% | +0.8% | -7.5% |
| 5Y | -10.5% | +8.4% | -18.9% | -22.9% |
| All | -5.1% | +189.7% | -194.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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