+723.9%
DECK vs WYNN
+8.2%
+715.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.0% |
| 7D | -2.3% | +1.8% | -4.1% | -2.9% |
| 30D | -15.2% | -9.8% | -5.4% | -12.4% |
| 3M | -24.7% | -11.8% | -12.9% | -21.8% |
| 6M | -20.8% | -8.8% | -12.0% | -18.5% |
| YTD | -20.3% | -22.8% | +2.5% | -13.9% |
| 1Y | -29.5% | -24.1% | -5.4% | -24.0% |
| 3Y | -6.0% | +0.4% | -6.4% | -9.2% |
| 5Y | +23.5% | -8.7% | +32.2% | +16.6% |
| 10Y | +723.9% | +8.3% | +715.6% | +548.3% |
| All | +723.9% | +8.2% | +715.8% | +548.3% |
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