+250.2%
DOCN vs WYNN
-26.4%
+276.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -3.9% | +5.0% | +2.8% |
| 30D | -9.6% | -9.3% | -0.4% | -6.0% |
| 3M | -37.7% | -11.4% | -26.3% | -34.5% |
| 6M | +115.2% | -11.0% | +126.2% | +123.6% |
| YTD | +133.7% | -23.4% | +157.1% | +162.4% |
| 1Y | +250.2% | -24.8% | +275.0% | +298.7% |
| All | +250.2% | -26.4% | +276.5% | +298.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling