+4.9%
DG vs WYNN
-5.1%
+10.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -6.5% | -4.2% | -2.3% | -6.2% |
| 30D | +4.2% | -14.6% | +18.8% | +5.4% |
| 3M | +9.5% | -18.4% | +27.9% | +11.1% |
| 6M | -13.1% | -11.9% | -1.2% | -12.3% |
| YTD | -4.8% | -26.6% | +21.7% | -3.2% |
| 1Y | +20.6% | -28.5% | +49.1% | +22.5% |
| 3Y | +4.9% | -5.1% | +10.1% | +2.2% |
| All | +4.9% | -5.1% | +10.0% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling