+1,440.5%
FANG vs WYNN
+5.2%
+1,435.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +2.9% | -4.2% | +7.1% | +4.5% |
| 30D | +2.6% | -14.6% | +17.2% | +8.8% |
| 3M | +7.6% | -18.4% | +26.0% | +15.7% |
| 6M | +17.3% | -11.9% | +29.2% | +21.2% |
| YTD | +38.7% | -26.6% | +65.3% | +53.0% |
| 1Y | +51.6% | -28.5% | +80.2% | +67.0% |
| 3Y | +50.0% | -5.1% | +55.1% | +41.9% |
| 5Y | +237.6% | -10.5% | +248.1% | +202.2% |
| 10Y | +180.7% | +0.3% | +180.4% | +126.4% |
| All | +1,440.5% | +5.2% | +1,435.3% | +1,070.1% |
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