+30.4%
GDDY vs WYNN
-11.0%
+41.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -3.2% | -4.2% | +1.0% | -2.4% |
| 30D | +6.8% | -14.6% | +21.4% | +10.3% |
| 3M | +30.5% | -18.4% | +48.9% | +35.9% |
| 6M | +13.3% | -11.9% | +25.2% | +15.8% |
| YTD | -21.0% | -26.6% | +5.6% | -16.1% |
| 1Y | -34.0% | -28.5% | -5.5% | -29.9% |
| 3Y | +33.1% | -5.1% | +38.2% | +29.5% |
| All | +30.4% | -11.0% | +41.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling