+806.1%
FDX vs WYNN
+1,232.2%
-426.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -3.3% | +1.8% | -5.1% | -3.8% |
| 30D | -1.4% | -9.8% | +8.5% | +1.3% |
| 3M | -4.5% | -11.8% | +7.3% | -1.5% |
| 6M | +9.4% | -8.8% | +18.2% | +11.8% |
| YTD | +36.0% | -22.8% | +58.8% | +44.9% |
| 1Y | +75.5% | -24.1% | +99.6% | +86.4% |
| 3Y | +62.8% | +0.4% | +62.4% | +57.3% |
| 5Y | +64.4% | -8.7% | +73.1% | +55.5% |
| 10Y | +175.5% | +8.3% | +167.1% | +119.1% |
| All | +806.1% | +1,232.2% | -426.1% | +337.8% |
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 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