+101.7%
DOCU vs WYNN
-50.9%
+152.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.7% |
| 7D | +1.6% | +4.7% | -3.1% | +0.3% |
| 30D | +10.8% | +9.7% | +1.2% | +7.9% |
| 3M | +38.0% | -19.2% | +57.1% | +44.9% |
| 6M | +77.4% | -14.2% | +91.6% | +83.3% |
| YTD | +17.2% | -30.5% | +47.7% | +27.3% |
| 1Y | +15.6% | -33.0% | +48.5% | +26.6% |
| 3Y | +95.6% | +0.1% | +95.4% | +87.7% |
| 5Y | -69.7% | -8.4% | -61.3% | -71.3% |
| All | +101.7% | -50.9% | +152.6% | +93.0% |
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