-54.4%
DOCS vs WYNN
-26.3%
-28.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.2% |
| 7D | -8.1% | -1.4% | -6.7% | -7.7% |
| 30D | -5.6% | -11.8% | +6.1% | -1.5% |
| 3M | +18.3% | -15.8% | +34.1% | +25.4% |
| 6M | -5.1% | -10.7% | +5.6% | -1.7% |
| YTD | -45.4% | -24.5% | -20.9% | -40.3% |
| 1Y | -65.2% | -25.0% | -40.2% | -62.3% |
| 3Y | +6.6% | -1.8% | +8.4% | -1.3% |
| 5Y | -76.1% | -10.0% | -66.1% | -78.9% |
| All | -54.4% | -26.3% | -28.1% | -61.5% |
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 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