+720.9%
FSLR vs WYNN
+81.6%
+639.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.0% |
| 7D | +0.2% | -1.4% | +1.7% | +0.8% |
| 30D | -15.1% | -11.8% | -3.4% | -11.5% |
| 3M | -22.5% | -15.8% | -6.7% | -18.1% |
| 6M | +4.0% | -10.7% | +14.7% | +7.4% |
| YTD | -22.3% | -24.5% | +2.2% | -15.2% |
| 1Y | 0.0% | -25.0% | +25.1% | +8.7% |
| 3Y | +10.9% | -1.8% | +12.6% | +7.2% |
| 5Y | +105.4% | -10.0% | +115.4% | +91.6% |
| 10Y | +447.0% | +3.2% | +443.8% | +296.2% |
| All | +720.9% | +81.6% | +639.3% | +236.6% |
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