-38.0%
DOCS vs WYNN
-29.2%
-8.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -0.4% |
| 7D | 0.0% | +11.6% | -11.6% | -3.9% |
| 30D | +7.8% | +15.4% | -7.6% | +2.2% |
| 3M | +20.0% | -15.2% | +35.2% | +26.7% |
| 6M | +26.5% | -14.9% | +41.4% | +33.4% |
| YTD | -25.8% | -27.4% | +1.7% | -18.0% |
| 1Y | -39.5% | -30.6% | -8.8% | -32.1% |
| 3Y | +60.3% | -1.4% | +61.7% | +47.2% |
| 5Y | -57.0% | -4.5% | -52.5% | -62.8% |
| All | -38.0% | -29.2% | -8.8% | -47.1% |
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