+3,708.2%
FAST vs WYNN
+1,222.3%
+2,485.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -3.9% | +3.5% | +0.5% |
| 30D | -0.8% | -9.3% | +8.5% | +1.3% |
| 3M | +5.8% | -11.4% | +17.2% | +8.4% |
| 6M | +8.0% | -11.0% | +18.9% | +10.4% |
| YTD | +25.6% | -23.4% | +49.0% | +32.7% |
| 1Y | +0.8% | -24.8% | +25.6% | +6.6% |
| 3Y | +86.1% | -7.1% | +93.2% | +83.1% |
| 5Y | +100.2% | -5.4% | +105.6% | +86.6% |
| 10Y | +494.2% | +11.5% | +482.7% | +360.6% |
| All | +3,708.2% | +1,222.3% | +2,485.8% | +1,575.6% |
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 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