+92.1%
FAST vs WYNN
-2.3%
+94.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +1.8% | -1.4% | +3.2% | +2.1% |
| 30D | -6.4% | -11.8% | +5.3% | -4.1% |
| 3M | +5.3% | -15.8% | +21.1% | +9.0% |
| 6M | +5.4% | -10.7% | +16.1% | +7.5% |
| YTD | +23.6% | -24.5% | +48.0% | +30.1% |
| 1Y | +4.1% | -25.0% | +29.1% | +9.3% |
| All | +92.1% | -2.3% | +94.4% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling