+6.6%
DASH vs WYNN
-19.5%
+26.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -4.6% | -4.2% | -0.4% | -2.7% |
| 30D | -5.0% | -14.6% | +9.7% | +2.4% |
| 3M | +30.6% | -18.4% | +49.0% | +43.6% |
| 6M | +19.2% | -11.9% | +31.1% | +26.0% |
| YTD | -10.8% | -26.6% | +15.8% | +2.5% |
| 1Y | -22.4% | -28.5% | +6.1% | -10.5% |
| 3Y | +142.5% | -5.1% | +147.6% | +128.0% |
| 5Y | -4.0% | -10.5% | +6.5% | -17.5% |
| All | +6.6% | -19.5% | +26.1% | +0.1% |
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 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