-74.0%
DOCS vs WYNN
-10.1%
-63.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.1% | -7.6% |
| 7D | -7.3% | +1.8% | -9.1% | -7.9% |
| 30D | -10.9% | -9.8% | -1.0% | -7.7% |
| 3M | +20.3% | -11.8% | +32.1% | +25.4% |
| 6M | -3.6% | -8.8% | +5.1% | -1.0% |
| YTD | -44.9% | -22.8% | -22.0% | -40.3% |
| 1Y | -64.9% | -24.1% | -40.8% | -62.1% |
| 3Y | +7.6% | +0.4% | +7.2% | -1.1% |
| 5Y | -74.0% | -8.7% | -65.3% | -78.6% |
| All | -74.0% | -10.1% | -63.9% | -78.6% |
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