+98.2%
DG vs WYNN
+1.1%
+97.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -6.5% | -4.2% | -2.3% | -6.2% |
| 30D | +4.2% | -14.6% | +18.8% | +5.2% |
| 3M | +9.5% | -18.4% | +27.9% | +10.9% |
| 6M | -13.1% | -11.9% | -1.2% | -12.5% |
| YTD | -4.8% | -26.6% | +21.7% | -3.1% |
| 1Y | +20.6% | -28.5% | +49.1% | +22.8% |
| 3Y | +4.9% | -5.1% | +10.1% | +4.3% |
| 5Y | -37.9% | -10.5% | -27.4% | -38.9% |
| All | +98.2% | +1.1% | +97.0% | +86.6% |
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