+115.6%
DT vs WYNN
-27.5%
+143.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.2% |
| 7D | -2.5% | -3.4% | +0.9% | -1.6% |
| 30D | +3.5% | -15.4% | +19.0% | +8.4% |
| 3M | +26.7% | -15.8% | +42.5% | +32.7% |
| 6M | +36.1% | -13.5% | +49.6% | +40.7% |
| YTD | +18.6% | -26.0% | +44.6% | +28.0% |
| 1Y | +7.9% | -27.4% | +35.3% | +16.3% |
| 3Y | +8.6% | -3.7% | +12.3% | +4.1% |
| 5Y | -26.7% | -9.8% | -16.9% | -31.8% |
| All | +115.6% | -27.5% | +143.1% | +96.4% |
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 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