+297.4%
FN vs WYNN
-10.4%
+307.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.2% |
| 7D | +5.8% | -1.4% | +7.2% | +6.3% |
| 30D | -20.6% | -11.8% | -8.9% | -17.3% |
| 3M | -28.6% | -15.8% | -12.8% | -24.7% |
| 6M | -20.7% | -10.7% | -10.0% | -18.5% |
| YTD | -8.1% | -24.5% | +16.3% | -0.3% |
| 1Y | +13.3% | -25.0% | +38.4% | +22.4% |
| 3Y | +175.7% | -1.8% | +177.4% | +162.0% |
| 5Y | +297.4% | -10.0% | +307.4% | +257.9% |
| All | +297.4% | -10.4% | +307.8% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling