-10.4%
WYNN vs DOC
-24.5%
+14.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -3.9% | -1.5% | -2.4% | -3.4% |
| 30D | -9.3% | -4.8% | -4.5% | -7.7% |
| 3M | -11.4% | +6.9% | -18.3% | -13.9% |
| 6M | -11.0% | +20.7% | -31.7% | -18.0% |
| YTD | -23.4% | +34.1% | -57.5% | -32.7% |
| 1Y | -24.8% | +22.6% | -47.5% | -31.5% |
| 3Y | -7.1% | +20.8% | -28.0% | -16.1% |
| All | -10.4% | -24.5% | +14.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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