+34.6%
FROG vs WYNN
+11.9%
+22.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.4% |
| 7D | -0.5% | -4.2% | +3.7% | +0.7% |
| 30D | +1.3% | -14.6% | +15.9% | +5.9% |
| 3M | +11.1% | -18.4% | +29.5% | +17.4% |
| 6M | +108.3% | -11.9% | +120.2% | +113.8% |
| YTD | +39.6% | -26.6% | +66.2% | +51.0% |
| 1Y | +74.7% | -28.5% | +103.3% | +89.8% |
| 3Y | +224.1% | -5.1% | +229.2% | +212.1% |
| 5Y | +138.4% | -10.5% | +148.9% | +112.5% |
| All | +34.6% | +11.9% | +22.6% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling