+63.2%
DHI vs WYNN
-11.0%
+74.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -3.4% | -4.2% | +0.8% | -2.2% |
| 30D | -5.4% | -14.6% | +9.2% | -1.1% |
| 3M | -10.4% | -18.4% | +8.0% | -5.2% |
| 6M | -2.8% | -11.9% | +9.1% | +0.7% |
| YTD | -3.4% | -26.6% | +23.2% | +4.9% |
| 1Y | -22.9% | -28.5% | +5.6% | -16.2% |
| 3Y | +20.7% | -5.1% | +25.8% | +17.9% |
| All | +63.2% | -11.0% | +74.2% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling