-5.1%
DASH vs WYNN
-10.4%
+5.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.5% |
| 7D | -12.8% | -1.4% | -11.4% | -12.2% |
| 30D | -6.0% | -11.8% | +5.7% | 0.0% |
| 3M | +26.7% | -15.8% | +42.5% | +37.7% |
| 6M | +11.7% | -10.7% | +22.4% | +17.5% |
| YTD | -12.9% | -24.5% | +11.6% | -0.6% |
| 1Y | -23.1% | -25.0% | +1.9% | -13.0% |
| 3Y | +140.0% | -1.8% | +141.8% | +119.8% |
| 5Y | -5.1% | -10.0% | +5.0% | -25.6% |
| All | -5.1% | -10.4% | +5.3% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling