+257.0%
DXCM vs WYNN
+1.1%
+255.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -5.5% | -4.2% | -1.3% | -4.7% |
| 30D | -8.6% | -14.6% | +6.1% | -5.6% |
| 3M | +10.3% | -18.4% | +28.7% | +14.9% |
| 6M | +25.2% | -11.9% | +37.1% | +28.3% |
| YTD | +25.1% | -26.6% | +51.7% | +32.8% |
| 1Y | +9.2% | -28.5% | +37.8% | +15.9% |
| 3Y | -22.6% | -5.1% | -17.5% | -24.3% |
| 5Y | -39.5% | -10.5% | -29.1% | -42.7% |
| All | +257.0% | +1.1% | +255.8% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling