-38.8%
DOCS vs WYNN
-28.7%
-10.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -0.6% | +12.4% | -12.9% | -4.7% |
| 30D | +6.3% | +16.2% | -9.9% | +0.6% |
| 3M | +26.5% | -14.6% | +41.1% | +33.2% |
| 6M | +24.8% | -14.3% | +39.1% | +31.3% |
| YTD | -26.8% | -26.9% | +0.1% | -19.3% |
| 1Y | -38.3% | -31.6% | -6.7% | -30.4% |
| 3Y | +36.0% | +5.3% | +30.7% | +21.8% |
| 5Y | -55.0% | -1.7% | -53.3% | -61.3% |
| All | -38.8% | -28.7% | -10.1% | -48.0% |
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