+877.2%
DECK vs WYNN
+4.0%
+873.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -2.7% |
| 7D | +5.8% | +11.3% | -5.6% | +2.1% |
| 30D | +7.9% | +10.9% | -3.0% | +4.3% |
| 3M | -11.4% | -17.9% | +6.5% | -5.7% |
| 6M | -16.6% | -22.3% | +5.8% | -9.8% |
| YTD | -16.4% | -30.4% | +14.1% | -6.5% |
| 1Y | +8.6% | -31.5% | +40.2% | +21.8% |
| 3Y | -15.1% | -9.9% | -5.2% | -15.1% |
| 5Y | +22.9% | -11.1% | +34.0% | +18.0% |
| All | +877.2% | +4.0% | +873.2% | +703.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling