+490.5%
DDOG vs WYNN
-17.5%
+508.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | +3.2% | -3.4% | +6.7% | +4.2% |
| 30D | -10.2% | -15.4% | +5.3% | -6.0% |
| 3M | -2.6% | -15.8% | +13.2% | +1.8% |
| 6M | +80.1% | -13.5% | +93.6% | +86.0% |
| YTD | +63.0% | -26.0% | +89.0% | +75.9% |
| 1Y | +59.4% | -27.4% | +86.7% | +71.8% |
| 3Y | +127.0% | -3.7% | +130.8% | +118.8% |
| 5Y | +61.7% | -9.8% | +71.4% | +50.3% |
| All | +490.5% | -17.5% | +508.0% | +433.5% |
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