+27.2%
DBX vs WYNN
-5.1%
+32.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +2.1% | -4.2% | +6.3% | +2.8% |
| 30D | +5.7% | -14.6% | +20.4% | +8.6% |
| 3M | +31.8% | -18.4% | +50.2% | +36.3% |
| 6M | +37.5% | -11.9% | +49.4% | +39.7% |
| YTD | +27.9% | -26.6% | +54.5% | +34.5% |
| 1Y | +15.0% | -28.5% | +43.6% | +21.0% |
| 3Y | +27.2% | -5.1% | +32.3% | +20.9% |
| All | +27.2% | -5.1% | +32.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling