+344.5%
DAL vs WYNN
+55.6%
+288.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | +3.4% | +1.8% | +1.6% | +2.6% |
| 30D | -13.6% | -9.8% | -3.7% | -9.5% |
| 3M | +1.2% | -11.8% | +13.0% | +6.7% |
| 6M | +34.5% | -8.8% | +43.3% | +39.9% |
| YTD | +14.7% | -22.8% | +37.5% | +28.0% |
| 1Y | +29.2% | -24.1% | +53.4% | +44.6% |
| 3Y | +100.0% | +0.4% | +99.6% | +94.0% |
| 5Y | +106.3% | -8.7% | +115.0% | +97.5% |
| 10Y | +126.4% | +8.3% | +118.1% | +77.9% |
| All | +344.5% | +55.6% | +288.9% | +93.2% |
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 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