+161.0%
DAL vs WYNN
+2.9%
+158.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.8% |
| 7D | -1.1% | +2.3% | -3.4% | -2.4% |
| 30D | +12.8% | +15.4% | -2.5% | +4.0% |
| 3M | -5.3% | -16.7% | +11.4% | +4.9% |
| 6M | +22.4% | -11.1% | +33.5% | +30.0% |
| YTD | +25.6% | -28.8% | +54.4% | +50.9% |
| 1Y | +45.5% | -30.2% | +75.7% | +76.6% |
| 3Y | +161.0% | +3.8% | +157.2% | +129.4% |
| All | +161.0% | +2.9% | +158.1% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling