+47.7%
FND vs WYNN
-22.1%
+69.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -5.8% | -4.2% | -1.6% | -4.2% |
| 30D | -20.2% | -14.6% | -5.6% | -15.1% |
| 3M | -12.0% | -18.4% | +6.5% | -4.7% |
| 6M | -18.5% | -11.9% | -6.6% | -14.2% |
| YTD | -22.3% | -26.6% | +4.3% | -12.3% |
| 1Y | -47.6% | -28.5% | -19.1% | -40.9% |
| 3Y | -49.8% | -5.1% | -44.6% | -50.4% |
| 5Y | -63.0% | -10.5% | -52.5% | -64.6% |
| All | +47.7% | -22.1% | +69.8% | +22.0% |
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