-61.9%
FCEL vs WYNN
-5.1%
-56.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +6.3% | -4.2% | +10.5% | +8.3% |
| 30D | -26.7% | -14.6% | -12.1% | -21.7% |
| 3M | -10.2% | -18.4% | +8.2% | -2.5% |
| 6M | +123.5% | -11.9% | +135.4% | +131.3% |
| YTD | +117.4% | -26.6% | +144.0% | +145.5% |
| 1Y | +146.0% | -28.5% | +174.5% | +174.9% |
| 3Y | -61.9% | -5.1% | -56.8% | -67.8% |
| All | -61.9% | -5.1% | -56.8% | -67.8% |
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