+937.5%
DIA vs WYNN
+1,177.3%
-239.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -3.0% | -3.4% | +0.4% | -2.4% |
| 30D | -3.0% | -15.4% | +12.4% | 0.0% |
| 3M | +4.5% | -15.8% | +20.3% | +7.7% |
| 6M | +9.8% | -13.5% | +23.3% | +12.4% |
| YTD | +9.3% | -26.0% | +35.3% | +15.0% |
| 1Y | +16.0% | -27.4% | +43.3% | +21.9% |
| 3Y | +57.7% | -3.7% | +61.5% | +54.3% |
| 5Y | +63.8% | -9.8% | +73.5% | +56.2% |
| 10Y | +248.8% | +1.1% | +247.7% | +195.9% |
| All | +937.5% | +1,177.3% | -239.8% | +453.6% |
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