-75.0%
FRSH vs WYNN
+14.8%
-89.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -6.6% | -4.2% | -2.4% | -4.8% |
| 30D | +2.1% | -14.6% | +16.7% | +9.3% |
| 3M | +29.0% | -18.4% | +47.4% | +40.4% |
| 6M | +48.6% | -11.9% | +60.5% | +55.3% |
| YTD | -2.9% | -26.6% | +23.6% | +10.2% |
| 1Y | -7.9% | -28.5% | +20.6% | +4.6% |
| 3Y | -46.5% | -5.1% | -41.4% | -49.7% |
| All | -75.0% | +14.8% | -89.7% | -80.4% |
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