-29.3%
DASH vs WYNN
-6.8%
-22.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -2.0% |
| 7D | -4.5% | +2.3% | -6.9% | -5.8% |
| 30D | -6.8% | +15.4% | -22.2% | -13.7% |
| 3M | -20.7% | -16.7% | -4.0% | -12.8% |
| 6M | +15.1% | -11.1% | +26.2% | +21.7% |
| YTD | -24.3% | -28.8% | +4.5% | -10.3% |
| 1Y | -12.1% | -30.2% | +18.1% | +5.0% |
| 3Y | +91.1% | +3.8% | +87.3% | +64.7% |
| All | -29.3% | -6.8% | -22.5% | -39.0% |
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 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