+75.9%
DE vs WYNN
-5.1%
+80.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.6% | -4.2% | +1.6% | -1.5% |
| 30D | +9.0% | -14.6% | +23.7% | +13.4% |
| 3M | +19.1% | -18.4% | +37.6% | +25.2% |
| 6M | +14.4% | -11.9% | +26.3% | +17.3% |
| YTD | +45.9% | -26.6% | +72.5% | +57.1% |
| 1Y | +43.6% | -28.5% | +72.1% | +54.6% |
| 3Y | +75.9% | -5.1% | +81.0% | +63.8% |
| All | +75.9% | -5.1% | +80.9% | +63.8% |
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