+134.2%
DAL vs WYNN
+1.1%
+133.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | -0.3% | -4.2% | +3.9% | +1.8% |
| 30D | -11.1% | -14.6% | +3.5% | -4.0% |
| 3M | -2.1% | -18.4% | +16.3% | +7.7% |
| 6M | +35.8% | -11.9% | +47.7% | +44.3% |
| YTD | +16.0% | -26.6% | +42.6% | +34.3% |
| 1Y | +33.7% | -28.5% | +62.2% | +55.6% |
| 3Y | +102.3% | -5.1% | +107.4% | +99.6% |
| 5Y | +110.3% | -10.5% | +120.8% | +100.3% |
| All | +134.2% | +1.1% | +133.0% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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