-28.6%
DPZ vs WYNN
-25.4%
-3.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.7% |
| 7D | -7.3% | -1.4% | -5.9% | -7.0% |
| 30D | -7.6% | -11.8% | +4.2% | -5.5% |
| 3M | +1.8% | -15.8% | +17.6% | +4.9% |
| 6M | -21.8% | -10.7% | -11.1% | -20.3% |
| YTD | -22.0% | -24.5% | +2.5% | -19.0% |
| 1Y | -28.6% | -25.0% | -3.6% | -26.4% |
| All | -28.6% | -25.4% | -3.2% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling