-26.2%
DT vs WYNN
-11.0%
-15.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.6% | -4.2% | +2.6% | -0.3% |
| 30D | +3.0% | -14.6% | +17.7% | +8.0% |
| 3M | +26.5% | -18.4% | +44.9% | +34.4% |
| 6M | +35.9% | -11.9% | +47.8% | +40.1% |
| YTD | +17.8% | -26.6% | +44.4% | +28.5% |
| 1Y | +4.1% | -28.5% | +32.6% | +13.6% |
| 3Y | +5.3% | -5.1% | +10.4% | -0.2% |
| All | -26.2% | -11.0% | -15.2% | -36.6% |
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