+107.0%
FROG vs WYNN
-8.1%
+115.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.2% |
| 7D | -4.8% | -1.4% | -3.4% | -5.1% |
| 30D | -0.9% | -11.8% | +10.8% | -2.8% |
| 3M | +7.5% | -15.8% | +23.3% | +4.8% |
| 6M | +107.0% | -10.7% | +117.7% | +95.5% |
| All | +107.0% | -8.1% | +115.1% | +95.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling