-37.4%
DOCS vs WYNN
-32.2%
-5.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.9% |
| 7D | +0.1% | +4.7% | -4.6% | -1.7% |
| 30D | +8.7% | +9.7% | -1.0% | +4.9% |
| 3M | +32.9% | -19.2% | +52.0% | +42.6% |
| 6M | +25.5% | -14.2% | +39.7% | +32.0% |
| YTD | -25.0% | -30.5% | +5.5% | -15.9% |
| 1Y | -34.9% | -33.0% | -1.9% | -26.0% |
| 3Y | +39.3% | +0.1% | +39.2% | +26.9% |
| 5Y | -54.8% | -8.4% | -46.4% | -60.3% |
| All | -37.4% | -32.2% | -5.2% | -45.8% |
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