-26.0%
FSLR vs WYNN
-32.5%
+6.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.4% | +2.4% |
| 7D | +10.3% | +15.4% | -5.1% | +4.7% |
| 30D | +10.4% | +6.8% | +3.7% | +7.7% |
| 3M | -20.2% | -15.4% | -4.8% | -15.3% |
| 6M | -8.0% | -20.0% | +12.0% | -1.0% |
| YTD | -25.5% | -31.0% | +5.5% | -13.6% |
| 1Y | -26.0% | -31.5% | +5.5% | -15.3% |
| All | -26.0% | -32.5% | +6.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling