-99.9%
FCEL vs WYNN
+1,166.9%
-1,266.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +6.3% | -4.2% | +10.5% | +8.5% |
| 30D | -26.7% | -14.6% | -12.1% | -21.2% |
| 3M | -10.2% | -18.4% | +8.2% | -2.0% |
| 6M | +123.5% | -11.9% | +135.4% | +132.9% |
| YTD | +117.4% | -26.6% | +144.0% | +145.9% |
| 1Y | +146.0% | -28.5% | +174.5% | +177.4% |
| 3Y | -61.9% | -5.1% | -56.8% | -63.0% |
| 5Y | -90.5% | -10.5% | -80.0% | -90.9% |
| 10Y | -99.1% | +0.3% | -99.4% | -99.4% |
| All | -99.9% | +1,166.9% | -1,266.8% | -100.0% |
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