+6.5%
FAST vs WYNN
-28.3%
+34.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -0.6% | -4.2% | +3.6% | +0.6% |
| 30D | -5.6% | -14.6% | +9.1% | -1.2% |
| 3M | +6.9% | -18.4% | +25.3% | +13.3% |
| 6M | +7.0% | -11.9% | +18.9% | +10.3% |
| YTD | +24.9% | -26.6% | +51.5% | +35.5% |
| 1Y | +6.5% | -28.5% | +35.0% | +14.8% |
| All | +6.5% | -28.3% | +34.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling