+105.4%
FAST vs WYNN
-11.0%
+116.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +1.8% | -1.4% | +3.2% | +2.0% |
| 30D | -6.4% | -11.8% | +5.3% | -4.5% |
| 3M | +5.3% | -15.8% | +21.1% | +8.2% |
| 6M | +5.4% | -10.7% | +16.1% | +7.1% |
| YTD | +23.6% | -24.5% | +48.0% | +28.9% |
| 1Y | +4.1% | -25.0% | +29.1% | +8.4% |
| 3Y | +92.4% | -1.8% | +94.1% | +88.9% |
| All | +105.4% | -11.0% | +116.5% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling