+64.5%
FBTC vs WYNN
-3.7%
+68.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -3.1% | -4.2% | +1.1% | -1.9% |
| 30D | +22.0% | -14.6% | +36.6% | +27.7% |
| 3M | +21.6% | -18.4% | +40.0% | +28.9% |
| 6M | +9.2% | -11.9% | +21.1% | +12.6% |
| YTD | -11.8% | -26.6% | +14.8% | -3.8% |
| 1Y | -32.7% | -28.5% | -4.2% | -26.4% |
| All | +64.5% | -3.7% | +68.2% | +49.7% |
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