-11.0%
DUOL vs WYNN
-5.1%
-5.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -7.0% | -4.2% | -2.8% | -5.9% |
| 30D | +6.7% | -14.6% | +21.3% | +11.2% |
| 3M | +16.0% | -18.4% | +34.4% | +22.3% |
| 6M | +45.4% | -11.9% | +57.3% | +49.8% |
| YTD | -18.1% | -26.6% | +8.5% | -11.5% |
| 1Y | -53.6% | -28.5% | -25.0% | -49.7% |
| 3Y | -11.0% | -5.1% | -5.8% | -15.7% |
| All | -11.0% | -5.1% | -5.9% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling