+93.9%
FN vs WYNN
+2.9%
+91.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.5% | -9.8% | -8.2% |
| 7D | +0.3% | +2.3% | -2.1% | -0.6% |
| 30D | -16.5% | +15.4% | -31.9% | -20.7% |
| 3M | -42.1% | -16.7% | -25.4% | -38.0% |
| 6M | -52.9% | -11.1% | -41.7% | -51.5% |
| YTD | -28.0% | -28.8% | +0.8% | -18.9% |
| 1Y | -18.5% | -30.2% | +11.7% | -7.7% |
| 3Y | +93.9% | +3.8% | +90.1% | +60.9% |
| All | +93.9% | +2.9% | +91.0% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling