+7.4%
DHR vs WYNN
-34.2%
+41.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | +0.1% | -2.7% |
| 7D | -4.5% | +6.9% | -11.4% | -6.1% |
| 30D | +5.0% | +3.5% | +1.5% | +4.0% |
| 3M | +13.6% | -21.4% | +35.0% | +20.9% |
| 6M | +30.1% | -25.0% | +55.1% | +39.5% |
| YTD | -0.5% | -33.6% | +33.1% | +7.4% |
| 1Y | +7.4% | -36.0% | +43.5% | +16.4% |
| All | +7.4% | -34.2% | +41.6% | +16.4% |
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 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