-99.6%
DFNS vs WYNN
-32.5%
-67.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.1% | -24.4% | -23.9% |
| 7D | -27.7% | +15.4% | -43.1% | -39.1% |
| 30D | -58.0% | +6.8% | -64.7% | -61.2% |
| 3M | -94.0% | -15.4% | -78.6% | -92.6% |
| 6M | -94.6% | -20.0% | -74.6% | -92.8% |
| YTD | -99.4% | -31.0% | -68.4% | -99.1% |
| 1Y | -99.6% | -31.5% | -68.2% | -99.5% |
| All | -99.6% | -32.5% | -67.2% | -99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling