+240.7%
DOCN vs WYNN
+3.3%
+237.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +10.6% |
| 7D | +3.7% | +3.6% | +0.1% | +2.2% |
| 30D | -33.7% | +13.9% | -47.6% | -37.8% |
| 3M | -27.9% | -18.3% | -9.6% | -20.7% |
| 6M | -46.4% | -13.6% | -32.8% | -43.2% |
| YTD | +81.1% | -28.5% | +109.6% | +110.7% |
| 1Y | +74.3% | -31.6% | +105.9% | +106.9% |
| All | +240.7% | +3.3% | +237.4% | +206.5% |
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