+4.3%
DT vs WYNN
-26.4%
+30.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -3.9% | +0.6% | -2.8% |
| 30D | +2.0% | -9.3% | +11.3% | +3.3% |
| 3M | +20.0% | -11.4% | +31.4% | +21.6% |
| 6M | +39.3% | -11.0% | +50.3% | +40.8% |
| YTD | +19.8% | -23.4% | +43.1% | +23.6% |
| 1Y | +4.3% | -24.8% | +29.1% | +7.4% |
| All | +4.3% | -26.4% | +30.7% | +7.4% |
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