+62.2%
DOCU vs WYNN
-46.6%
+108.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +8.1% | -11.8% | +19.8% | +11.4% |
| 3M | +43.0% | -15.8% | +58.8% | +49.1% |
| 6M | +32.4% | -10.7% | +43.1% | +35.5% |
| YTD | -5.8% | -24.5% | +18.7% | +0.6% |
| 1Y | -19.2% | -25.0% | +5.8% | -14.1% |
| 3Y | +28.4% | -1.8% | +30.1% | +24.0% |
| 5Y | -77.1% | -10.0% | -67.1% | -78.5% |
| All | +62.2% | -46.6% | +108.8% | +52.6% |
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 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