+96.9%
FSLR vs WYNN
-11.0%
+107.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +2.2% | -4.2% | +6.4% | +3.5% |
| 30D | -7.8% | -14.6% | +6.8% | -3.6% |
| 3M | -22.9% | -18.4% | -4.5% | -18.4% |
| 6M | +4.4% | -11.9% | +16.3% | +7.8% |
| YTD | -20.0% | -26.6% | +6.6% | -13.0% |
| 1Y | +2.8% | -28.5% | +31.3% | +12.1% |
| 3Y | +16.5% | -5.1% | +21.7% | +14.0% |
| All | +96.9% | -11.0% | +107.9% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling