+659.0%
DIS vs WYNN
+1,203.4%
-544.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.3% |
| 7D | -3.5% | -1.4% | -2.1% | -3.2% |
| 30D | +1.0% | -11.8% | +12.7% | +4.1% |
| 3M | +5.7% | -15.8% | +21.5% | +10.2% |
| 6M | +3.3% | -10.7% | +14.0% | +5.9% |
| YTD | -7.7% | -24.5% | +16.7% | -1.5% |
| 1Y | -10.0% | -25.0% | +15.1% | -4.3% |
| 3Y | +31.7% | -1.8% | +33.5% | +28.9% |
| 5Y | -42.2% | -10.0% | -32.2% | -44.2% |
| 10Y | +22.3% | +3.2% | +19.2% | +2.2% |
| All | +659.0% | +1,203.4% | -544.4% | +192.4% |
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