+13.8%
DBX vs WYNN
-11.0%
+24.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +2.1% | -4.2% | +6.3% | +3.2% |
| 30D | +5.7% | -14.6% | +20.4% | +9.9% |
| 3M | +31.8% | -18.4% | +50.2% | +38.4% |
| 6M | +37.5% | -11.9% | +49.4% | +40.9% |
| YTD | +27.9% | -26.6% | +54.5% | +37.2% |
| 1Y | +15.0% | -28.5% | +43.6% | +23.5% |
| 3Y | +27.2% | -5.1% | +32.3% | +21.8% |
| All | +13.8% | -11.0% | +24.8% | +1.3% |
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