+5,622.1%
DPZ vs WYNN
+376.6%
+5,245.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -3.9% | +1.4% | -1.7% |
| 30D | -7.0% | -9.3% | +2.3% | -5.0% |
| 3M | +11.6% | -11.4% | +23.0% | +14.3% |
| 6M | -15.2% | -11.0% | -4.2% | -13.3% |
| YTD | -17.2% | -23.4% | +6.1% | -13.0% |
| 1Y | -24.8% | -24.8% | 0.0% | -21.0% |
| 3Y | -8.7% | -7.1% | -1.5% | -10.2% |
| 5Y | -28.9% | -5.4% | -23.5% | -33.4% |
| 10Y | +153.6% | +11.5% | +142.1% | +89.8% |
| All | +5,622.1% | +376.6% | +5,245.5% | +2,606.3% |
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