-50.3%
DOCS vs WYNN
-25.2%
-25.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | -1.4% | -3.9% | +2.5% | -0.1% |
| 30D | +21.8% | -9.3% | +31.1% | +26.1% |
| 3M | +27.3% | -11.4% | +38.7% | +32.6% |
| 6M | -0.3% | -11.0% | +10.6% | +3.4% |
| YTD | -40.5% | -23.4% | -17.1% | -35.3% |
| 1Y | -61.5% | -24.8% | -36.7% | -58.4% |
| 3Y | +8.2% | -7.1% | +15.3% | +3.0% |
| 5Y | -73.4% | -5.4% | -68.0% | -77.2% |
| All | -50.3% | -25.2% | -25.0% | -58.3% |
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