+1,760.0%
DHI vs WYNN
+1,166.9%
+593.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -3.4% | -4.2% | +0.8% | -1.9% |
| 30D | -5.4% | -14.6% | +9.2% | 0.0% |
| 3M | -10.4% | -18.4% | +8.0% | -3.9% |
| 6M | -2.8% | -11.9% | +9.1% | +1.5% |
| YTD | -3.4% | -26.6% | +23.2% | +7.2% |
| 1Y | -22.9% | -28.5% | +5.6% | -14.4% |
| 3Y | +20.7% | -5.1% | +25.8% | +17.1% |
| 5Y | +62.1% | -10.5% | +72.6% | +50.0% |
| 10Y | +410.4% | +0.3% | +410.2% | +253.8% |
| All | +1,760.0% | +1,166.9% | +593.1% | +422.4% |
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