+1,099.6%
WYNN vs DOC
+302.8%
+796.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.4% |
| 7D | +11.3% | +6.5% | +4.9% | +7.5% |
| 30D | +10.9% | +9.2% | +1.7% | +5.4% |
| 3M | -17.9% | -2.5% | -15.4% | -16.9% |
| 6M | -22.3% | +7.1% | -29.4% | -25.9% |
| YTD | -30.4% | +33.0% | -63.4% | -42.5% |
| 1Y | -31.5% | +23.3% | -54.8% | -41.0% |
| 3Y | -9.9% | +44.9% | -54.8% | -31.6% |
| 5Y | -11.1% | -21.6% | +10.5% | -5.0% |
| 10Y | +6.2% | +17.4% | -11.1% | -15.8% |
| All | +1,099.6% | +302.8% | +796.9% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling