+23.1%
DBX vs WYNN
-46.8%
+69.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.8% |
| 7D | -1.8% | -3.4% | +1.6% | -1.1% |
| 30D | +2.8% | -15.4% | +18.3% | +6.5% |
| 3M | +26.8% | -15.8% | +42.6% | +31.2% |
| 6M | +32.8% | -13.5% | +46.3% | +36.2% |
| YTD | +26.1% | -26.0% | +52.1% | +33.5% |
| 1Y | +14.1% | -27.4% | +41.5% | +20.7% |
| 3Y | +25.7% | -3.7% | +29.4% | +22.0% |
| 5Y | +11.2% | -9.8% | +20.9% | +4.9% |
| All | +23.1% | -46.8% | +69.9% | +13.6% |
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 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