+320.2%
FE vs WYNN
+1,203.4%
-883.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | -1.2% | -11.8% | +10.6% | +0.2% |
| 3M | +1.7% | -15.8% | +17.5% | +3.5% |
| 6M | -7.5% | -10.7% | +3.2% | -6.6% |
| YTD | +6.3% | -24.5% | +30.8% | +9.2% |
| 1Y | +10.9% | -25.0% | +35.9% | +13.6% |
| 3Y | +46.9% | -1.8% | +48.7% | +44.0% |
| 5Y | +47.6% | -10.0% | +57.6% | +42.2% |
| 10Y | +114.5% | +3.2% | +111.3% | +88.9% |
| All | +320.2% | +1,203.4% | -883.2% | +170.3% |
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 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