+117.1%
DDOG vs WYNN
-5.1%
+122.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +3.9% | -4.2% | +8.1% | +4.8% |
| 30D | -8.2% | -14.6% | +6.4% | -5.0% |
| 3M | -5.6% | -18.4% | +12.8% | -1.4% |
| 6M | +73.5% | -11.9% | +85.4% | +77.1% |
| YTD | +62.7% | -26.6% | +89.3% | +73.7% |
| 1Y | +59.0% | -28.5% | +87.5% | +70.1% |
| 3Y | +117.1% | -5.1% | +122.2% | +108.7% |
| All | +117.1% | -5.1% | +122.2% | +108.7% |
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