-28.0%
DHR vs WYNN
-11.0%
-17.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -4.2% | +0.6% | -2.8% |
| 30D | -2.7% | -14.6% | +11.9% | +0.3% |
| 3M | +10.9% | -18.4% | +29.3% | +15.3% |
| 6M | +3.0% | -11.9% | +15.0% | +5.4% |
| YTD | -12.2% | -26.6% | +14.4% | -7.3% |
| 1Y | +3.3% | -28.5% | +31.8% | +9.1% |
| 3Y | -8.2% | -5.1% | -3.1% | -10.4% |
| All | -28.0% | -11.0% | -17.0% | -35.3% |
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