+87.1%
DOCN vs WYNN
-10.1%
+97.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.7% | +11.9% | +12.2% |
| 7D | +16.3% | +1.8% | +14.5% | +15.2% |
| 30D | +2.0% | -9.8% | +11.9% | +7.5% |
| 3M | -25.2% | -11.8% | -13.4% | -20.8% |
| 6M | +132.7% | -8.8% | +141.5% | +141.1% |
| YTD | +163.3% | -22.8% | +186.1% | +198.0% |
| 1Y | +280.3% | -24.1% | +304.5% | +332.0% |
| 3Y | +371.8% | +0.4% | +371.4% | +339.1% |
| 5Y | +87.1% | -8.7% | +95.8% | +54.4% |
| All | +87.1% | -10.1% | +97.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling