+440.2%
DD vs WYNN
+1,177.3%
-737.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -2.9% | -3.4% | +0.5% | -1.8% |
| 30D | -11.5% | -15.4% | +3.9% | -6.8% |
| 3M | -5.4% | -15.8% | +10.4% | -0.5% |
| 6M | -6.9% | -13.5% | +6.6% | -3.2% |
| YTD | +6.9% | -26.0% | +32.9% | +16.4% |
| 1Y | +35.6% | -27.4% | +63.0% | +47.8% |
| 3Y | +42.5% | -3.7% | +46.3% | +39.2% |
| 5Y | +58.5% | -9.8% | +68.2% | +49.6% |
| 10Y | +65.7% | +1.1% | +64.6% | +29.0% |
| All | +440.2% | +1,177.3% | -737.0% | +117.5% |
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