+284.0%
FITB vs WYNN
+1.1%
+282.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.3% | -4.2% | +3.9% | +1.3% |
| 30D | -5.7% | -14.6% | +8.9% | +0.1% |
| 3M | +3.2% | -18.4% | +21.6% | +11.0% |
| 6M | +23.4% | -11.9% | +35.3% | +28.4% |
| YTD | +18.8% | -26.6% | +45.4% | +32.1% |
| 1Y | +25.0% | -28.5% | +53.5% | +39.2% |
| 3Y | +131.2% | -5.1% | +136.3% | +122.3% |
| 5Y | +70.7% | -10.5% | +81.2% | +57.6% |
| All | +284.0% | +1.1% | +282.9% | +206.9% |
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