+54.4%
WYNN vs BR
+1,278.7%
-1,224.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -4.2% | -3.0% | -1.2% | -2.3% |
| 30D | -14.6% | -0.3% | -14.3% | -14.8% |
| 3M | -18.4% | +17.3% | -35.7% | -27.7% |
| 6M | -11.9% | -6.7% | -5.2% | -9.9% |
| YTD | -26.6% | -23.4% | -3.1% | -15.1% |
| 1Y | -28.5% | -32.7% | +4.1% | -10.1% |
| 3Y | -5.1% | -5.9% | +0.8% | -7.7% |
| 5Y | -10.5% | +8.4% | -18.9% | -23.6% |
| 10Y | +0.3% | +189.2% | -188.9% | -59.3% |
| All | +54.4% | +1,278.7% | -1,224.4% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling