+3,689.8%
FN vs WYNN
+67.0%
+3,622.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -3.9% | +2.2% | -0.6% |
| 30D | -22.0% | -9.3% | -12.7% | -19.8% |
| 3M | -43.0% | -11.4% | -31.6% | -41.3% |
| 6M | -27.7% | -11.0% | -16.8% | -25.8% |
| YTD | -10.5% | -23.4% | +12.9% | -4.5% |
| 1Y | +12.5% | -24.8% | +37.3% | +20.1% |
| 3Y | +153.8% | -7.1% | +160.9% | +150.9% |
| 5Y | +288.0% | -5.4% | +293.4% | +263.9% |
| 10Y | +906.4% | +11.5% | +894.9% | +668.4% |
| All | +3,689.8% | +67.0% | +3,622.8% | +2,109.8% |
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