+72.2%
DOCU vs WYNN
-45.8%
+118.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -3.9% | +10.8% | +7.9% |
| 30D | +19.0% | -9.3% | +28.3% | +21.8% |
| 3M | +34.3% | -11.4% | +45.7% | +38.2% |
| 6M | +48.0% | -11.0% | +59.0% | +51.6% |
| YTD | 0.0% | -23.4% | +23.4% | +6.4% |
| 1Y | -10.3% | -24.8% | +14.5% | -4.6% |
| 3Y | +32.4% | -7.1% | +39.5% | +29.8% |
| 5Y | -77.9% | -5.4% | -72.5% | -79.5% |
| All | +72.2% | -45.8% | +118.0% | +61.3% |
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