+1.9%
DLTR vs WYNN
-5.1%
+7.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -10.1% | -4.2% | -5.9% | -9.0% |
| 30D | -8.1% | -14.6% | +6.5% | -4.1% |
| 3M | +2.9% | -18.4% | +21.3% | +8.6% |
| 6M | +4.3% | -11.9% | +16.3% | +7.9% |
| YTD | -3.9% | -26.6% | +22.7% | +3.8% |
| 1Y | +18.9% | -28.5% | +47.4% | +28.5% |
| 3Y | +1.9% | -5.1% | +7.0% | -1.8% |
| All | +1.9% | -5.1% | +7.0% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling