+98.1%
DAL vs WYNN
-4.3%
+102.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.5% |
| 7D | -0.6% | -3.4% | +2.8% | +1.3% |
| 30D | -13.5% | -15.4% | +2.0% | -5.0% |
| 3M | +2.6% | -15.8% | +18.4% | +12.5% |
| 6M | +32.7% | -13.5% | +46.2% | +43.4% |
| YTD | +13.6% | -26.0% | +39.6% | +33.2% |
| 1Y | +28.8% | -27.4% | +56.2% | +51.2% |
| All | +98.1% | -4.3% | +102.3% | +78.0% |
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