+238.0%
DVN vs WYNN
+1,166.9%
-928.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +4.5% | -4.2% | +8.7% | +5.9% |
| 30D | +12.0% | -14.6% | +26.6% | +17.6% |
| 3M | +13.4% | -18.4% | +31.8% | +20.5% |
| 6M | +12.1% | -11.9% | +24.0% | +15.1% |
| YTD | +38.8% | -26.6% | +65.4% | +50.7% |
| 1Y | +46.0% | -28.5% | +74.6% | +58.6% |
| 3Y | +9.5% | -5.1% | +14.6% | +5.7% |
| 5Y | +125.3% | -10.5% | +135.8% | +109.6% |
| 10Y | +66.6% | +0.3% | +66.3% | +42.6% |
| All | +238.0% | +1,166.9% | -928.8% | +68.3% |
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 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