-61.5%
JD vs WYNN
-11.0%
-50.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.6% |
| 7D | -4.2% | -4.2% | -0.1% | -2.2% |
| 30D | -14.4% | -14.6% | +0.2% | -7.4% |
| 3M | -3.6% | -18.4% | +14.8% | +6.3% |
| 6M | -0.3% | -11.9% | +11.6% | +4.9% |
| YTD | -2.4% | -26.6% | +24.2% | +12.0% |
| 1Y | -18.5% | -28.5% | +10.0% | -6.5% |
| 3Y | -7.0% | -5.1% | -1.9% | -13.1% |
| All | -61.5% | -11.0% | -50.5% | -67.0% |
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 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