+208.4%
DOCN vs WYNN
-27.3%
+235.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | +19.8% | -3.4% | +23.2% | +21.9% |
| 30D | +8.4% | -15.4% | +23.8% | +17.8% |
| 3M | -23.6% | -15.8% | -7.8% | -17.3% |
| 6M | +111.3% | -13.5% | +124.8% | +124.5% |
| YTD | +172.3% | -26.0% | +198.3% | +213.1% |
| 1Y | +283.3% | -27.4% | +310.7% | +342.8% |
| 3Y | +388.1% | -3.7% | +391.8% | +367.3% |
| 5Y | +87.1% | -9.8% | +96.9% | +59.5% |
| All | +208.4% | -27.3% | +235.6% | +180.4% |
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 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