+164.6%
DOCN vs WYNN
-24.7%
+189.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -3.9% | +5.0% | +3.1% |
| 30D | -9.6% | -9.3% | -0.4% | -5.4% |
| 3M | -37.7% | -11.4% | -26.3% | -34.4% |
| 6M | +115.2% | -11.0% | +126.2% | +125.3% |
| YTD | +133.7% | -23.4% | +157.1% | +164.0% |
| 1Y | +250.2% | -24.8% | +275.0% | +297.2% |
| 3Y | +320.3% | -7.1% | +327.4% | +309.9% |
| 5Y | +53.1% | -5.4% | +58.5% | +27.9% |
| All | +164.6% | -24.7% | +189.3% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling