+42.1%
DD vs WYNN
-5.1%
+47.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | -3.5% | -4.2% | +0.7% | -2.0% |
| 30D | -11.7% | -14.6% | +3.0% | -6.7% |
| 3M | -9.2% | -18.4% | +9.2% | -2.8% |
| 6M | -7.2% | -11.9% | +4.7% | -3.6% |
| YTD | +6.6% | -26.6% | +33.2% | +17.8% |
| 1Y | +32.0% | -28.5% | +60.5% | +46.1% |
| 3Y | +42.1% | -5.1% | +47.3% | +31.3% |
| All | +42.1% | -5.1% | +47.2% | +31.3% |
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 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