+35.0%
FHN vs WYNN
+1,166.9%
-1,131.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.2% | -4.2% | +3.0% | +0.2% |
| 30D | -4.8% | -14.6% | +9.8% | +0.2% |
| 3M | -0.7% | -18.4% | +17.7% | +5.7% |
| 6M | +10.6% | -11.9% | +22.5% | +14.5% |
| YTD | +4.6% | -26.6% | +31.2% | +14.6% |
| 1Y | +11.4% | -28.5% | +39.9% | +22.2% |
| 3Y | +132.3% | -5.1% | +137.4% | +125.5% |
| 5Y | +90.2% | -10.5% | +100.6% | +74.7% |
| 10Y | +127.4% | +0.3% | +127.1% | +78.6% |
| All | +35.0% | +1,166.9% | -1,131.8% | -36.4% |
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