+138.9%
DPZ vs WYNN
+10.5%
+128.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.7% |
| 7D | -2.5% | +4.7% | -7.1% | -3.0% |
| 30D | +12.5% | +9.7% | +2.9% | +11.3% |
| 3M | -5.2% | -19.2% | +14.0% | -3.1% |
| 6M | +8.8% | -14.2% | +23.0% | +10.4% |
| YTD | -18.7% | -30.5% | +11.9% | -15.7% |
| 1Y | -15.7% | -33.0% | +17.3% | -12.3% |
| 3Y | -7.5% | +0.1% | -7.6% | -8.8% |
| 5Y | -30.1% | -8.4% | -21.7% | -31.8% |
| All | +138.9% | +10.5% | +128.4% | +104.2% |
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