+39.0%
DVN vs WYNN
-32.5%
+71.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.1% | -13.4% | -6.3% |
| 7D | -13.9% | +15.4% | -29.4% | -12.1% |
| 30D | -8.0% | +6.8% | -14.8% | -6.8% |
| 3M | +0.8% | -15.4% | +16.2% | +0.5% |
| 6M | -12.8% | -20.0% | +7.2% | -13.2% |
| YTD | +22.7% | -31.0% | +53.8% | +26.3% |
| 1Y | +39.0% | -31.5% | +70.5% | +42.3% |
| All | +39.0% | -32.5% | +71.5% | +42.3% |
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 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