-5.1%
WYNN vs BTG
+159.3%
-164.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.2% | -3.8% | -0.4% | -3.9% |
| 30D | -14.6% | +3.6% | -18.3% | -15.0% |
| 3M | -18.4% | +32.0% | -50.4% | -20.8% |
| 6M | -11.9% | +3.4% | -15.3% | -12.9% |
| YTD | -26.6% | +20.8% | -47.4% | -28.7% |
| 1Y | -28.5% | +22.4% | -50.9% | -31.0% |
| 3Y | -5.1% | +91.7% | -96.8% | -13.5% |
| 5Y | -10.5% | +79.0% | -89.5% | -18.2% |
| All | -5.1% | +159.3% | -164.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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