+386.9%
DAL vs WYNN
+43.5%
+343.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.4% |
| 7D | -1.1% | +2.3% | -3.4% | -2.1% |
| 30D | +12.8% | +15.4% | -2.5% | +6.0% |
| 3M | -5.3% | -16.7% | +11.4% | +2.6% |
| 6M | +22.4% | -11.1% | +33.5% | +28.5% |
| YTD | +25.6% | -28.8% | +54.4% | +45.2% |
| 1Y | +45.5% | -30.2% | +75.7% | +69.6% |
| 3Y | +161.0% | +3.8% | +157.2% | +150.4% |
| 5Y | +112.2% | -6.2% | +118.4% | +102.1% |
| 10Y | +109.1% | +12.6% | +96.5% | +63.2% |
| All | +386.9% | +43.5% | +343.3% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling