+42.4%
FCEL vs WYNN
-32.5%
+74.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.1% | -12.0% | -6.4% |
| 7D | -14.9% | +15.4% | -30.3% | -16.4% |
| 30D | -41.7% | +6.8% | -48.4% | -41.9% |
| 3M | -53.2% | -15.4% | -37.8% | -51.2% |
| 6M | -19.0% | -20.0% | +0.9% | -14.8% |
| YTD | +44.2% | -31.0% | +75.2% | +61.6% |
| 1Y | +42.4% | -31.5% | +73.9% | +50.3% |
| All | +42.4% | -32.5% | +74.9% | +50.3% |
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 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