+105.1%
DOCN vs WYNN
-29.8%
+134.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +10.7% |
| 7D | +3.7% | +3.6% | +0.1% | +2.1% |
| 30D | -33.7% | +13.9% | -47.6% | -38.1% |
| 3M | -27.9% | -18.3% | -9.6% | -20.6% |
| 6M | -46.4% | -13.6% | -32.8% | -43.2% |
| YTD | +81.1% | -28.5% | +109.6% | +111.1% |
| 1Y | +74.3% | -31.6% | +105.9% | +107.4% |
| 3Y | +245.8% | +3.0% | +242.8% | +218.4% |
| 5Y | -23.7% | -6.3% | -17.5% | -34.1% |
| All | +105.1% | -29.8% | +134.8% | +89.1% |
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