+2.8%
FSLR vs WYNN
-28.3%
+31.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +2.2% | -4.2% | +6.4% | +3.7% |
| 30D | -7.8% | -14.6% | +6.8% | -3.2% |
| 3M | -22.9% | -18.4% | -4.5% | -17.7% |
| 6M | +4.4% | -11.9% | +16.3% | +7.8% |
| YTD | -20.0% | -26.6% | +6.6% | -12.0% |
| 1Y | +2.8% | -28.5% | +31.3% | +14.0% |
| All | +2.8% | -28.3% | +31.1% | +14.0% |
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