-31.0%
DPZ vs WYNN
-10.1%
-21.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -1.5% | +1.8% | -3.2% | -1.7% |
| 30D | -4.4% | -9.8% | +5.4% | -2.8% |
| 3M | +7.6% | -11.8% | +19.5% | +9.8% |
| 6M | -16.9% | -8.8% | -8.2% | -15.8% |
| YTD | -18.6% | -22.8% | +4.2% | -15.5% |
| 1Y | -26.7% | -24.1% | -2.5% | -23.9% |
| 3Y | -9.3% | +0.4% | -9.7% | -11.7% |
| 5Y | -31.0% | -8.7% | -22.4% | -36.2% |
| All | -31.0% | -10.1% | -21.0% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling