+47.4%
JD vs WYNN
-47.4%
+94.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | -19.3% | -11.8% | -7.6% | -16.0% |
| 3M | -6.0% | -15.8% | +9.8% | -0.8% |
| 6M | +1.8% | -10.7% | +12.5% | +4.9% |
| YTD | -2.6% | -24.5% | +21.9% | +5.7% |
| 1Y | -17.4% | -25.0% | +7.6% | -10.9% |
| 3Y | -8.6% | -1.8% | -6.8% | -11.6% |
| 5Y | -61.6% | -10.0% | -51.6% | -63.0% |
| 10Y | +16.9% | +3.2% | +13.7% | -3.0% |
| All | +47.4% | -47.4% | +94.9% | +57.1% |
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