+286.6%
DOCN vs WYNN
-25.4%
+312.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.6% |
| 7D | +26.5% | -1.4% | +27.9% | +27.2% |
| 30D | +2.3% | -11.8% | +14.0% | +7.8% |
| 3M | -21.2% | -15.8% | -5.4% | -14.7% |
| 6M | +130.6% | -10.7% | +141.3% | +139.1% |
| YTD | +175.7% | -24.5% | +200.2% | +211.8% |
| 1Y | +286.6% | -25.0% | +311.6% | +339.6% |
| All | +286.6% | -25.4% | +312.0% | +339.6% |
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