+45,869.6%
DECK vs WYNN
+1,222.3%
+44,647.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | -3.9% | +1.7% | -0.9% |
| 30D | -13.6% | -9.3% | -4.3% | -10.8% |
| 3M | -21.2% | -11.4% | -9.8% | -18.2% |
| 6M | -21.1% | -11.0% | -10.1% | -18.1% |
| YTD | -17.2% | -23.4% | +6.1% | -10.0% |
| 1Y | -30.7% | -24.8% | -5.9% | -24.9% |
| 3Y | -3.4% | -7.1% | +3.8% | -4.2% |
| 5Y | +25.5% | -5.4% | +31.0% | +17.5% |
| 10Y | +714.7% | +11.5% | +703.2% | +504.8% |
| All | +45,869.6% | +1,222.3% | +44,647.2% | +22,524.3% |
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 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