+11.7%
DASH vs WYNN
-16.0%
+27.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -3.9% | -6.7% | -8.8% |
| 30D | +2.2% | -9.3% | +11.4% | +7.0% |
| 3M | +32.3% | -11.4% | +43.7% | +39.8% |
| 6M | +19.1% | -11.0% | +30.1% | +25.3% |
| YTD | -6.5% | -23.4% | +16.9% | +5.3% |
| 1Y | -14.9% | -24.8% | +9.9% | -4.3% |
| 3Y | +151.9% | -7.1% | +159.1% | +140.7% |
| 5Y | +9.4% | -5.4% | +14.9% | -8.3% |
| All | +11.7% | -16.0% | +27.7% | +2.8% |
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