-5.1%
WYNN vs BWA
+156.8%
-161.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.7% |
| 7D | -4.2% | -1.3% | -2.9% | -3.4% |
| 30D | -14.6% | -2.9% | -11.7% | -13.3% |
| 3M | -18.4% | -10.7% | -7.7% | -13.2% |
| 6M | -11.9% | +26.5% | -38.4% | -27.0% |
| YTD | -26.6% | +49.1% | -75.7% | -47.9% |
| 1Y | -28.5% | +52.1% | -80.6% | -50.4% |
| 3Y | -5.1% | +72.6% | -77.7% | -43.0% |
| 5Y | -10.5% | +89.4% | -99.9% | -51.5% |
| All | -5.1% | +156.8% | -161.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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