+34.8%
FROG vs WYNN
+15.2%
+19.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.3% |
| 7D | -4.8% | -1.4% | -3.4% | -4.4% |
| 30D | -0.9% | -11.8% | +10.8% | +2.5% |
| 3M | +7.5% | -15.8% | +23.3% | +12.6% |
| 6M | +107.0% | -10.7% | +117.7% | +111.6% |
| YTD | +39.8% | -24.5% | +64.3% | +50.0% |
| 1Y | +74.8% | -25.0% | +99.8% | +87.2% |
| 3Y | +219.3% | -1.8% | +221.0% | +204.3% |
| 5Y | +133.0% | -10.0% | +143.0% | +106.2% |
| All | +34.8% | +15.2% | +19.6% | +24.3% |
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