+43.4%
DLTR vs WYNN
+1.1%
+42.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -10.1% | -4.2% | -5.9% | -9.4% |
| 30D | -8.1% | -14.6% | +6.5% | -5.4% |
| 3M | +2.9% | -18.4% | +21.3% | +6.8% |
| 6M | +4.3% | -11.9% | +16.3% | +6.7% |
| YTD | -3.9% | -26.6% | +22.7% | +1.4% |
| 1Y | +18.9% | -28.5% | +47.4% | +25.7% |
| 3Y | +1.9% | -5.1% | +7.0% | +0.8% |
| 5Y | +31.0% | -10.5% | +41.5% | +26.6% |
| All | +43.4% | +1.1% | +42.3% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling