+173.8%
FN vs WYNN
-0.2%
+173.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | +3.5% | +1.8% | +1.8% | +2.8% |
| 30D | -26.0% | -9.8% | -16.1% | -23.0% |
| 3M | -33.3% | -11.8% | -21.4% | -30.3% |
| 6M | -14.9% | -8.8% | -6.2% | -12.9% |
| YTD | -8.6% | -22.8% | +14.2% | 0.0% |
| 1Y | +12.3% | -24.1% | +36.4% | +22.4% |
| All | +173.8% | -0.2% | +173.9% | +138.2% |
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