+177.2%
FDX vs WYNN
+1.1%
+176.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.3% | -4.2% | +0.9% | -2.1% |
| 30D | -4.5% | -14.6% | +10.1% | -0.4% |
| 3M | -7.3% | -18.4% | +11.1% | -2.3% |
| 6M | +7.5% | -11.9% | +19.5% | +11.0% |
| YTD | +35.1% | -26.6% | +61.7% | +46.1% |
| 1Y | +71.4% | -28.5% | +99.9% | +85.4% |
| 3Y | +60.8% | -5.1% | +65.9% | +57.2% |
| 5Y | +65.5% | -10.5% | +76.0% | +56.6% |
| All | +177.2% | +1.1% | +176.0% | +138.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling