+1,661.8%
HD vs WYNN
+1,203.4%
+458.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | -10.8% | -11.8% | +0.9% | -8.5% |
| 3M | -2.7% | -15.8% | +13.1% | +0.8% |
| 6M | -10.3% | -10.7% | +0.4% | -8.3% |
| YTD | -7.8% | -24.5% | +16.6% | -2.6% |
| 1Y | -23.1% | -25.0% | +1.9% | -19.1% |
| 3Y | +2.0% | -1.8% | +3.8% | -0.7% |
| 5Y | +6.2% | -10.0% | +16.2% | +0.9% |
| 10Y | +210.2% | +3.2% | +207.0% | +151.0% |
| All | +1,661.8% | +1,203.4% | +458.3% | +687.0% |
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