-3.5%
FSLY vs WYNN
-24.9%
+21.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +12.5% | -4.2% | +16.7% | +14.1% |
| 30D | -18.8% | -14.6% | -4.2% | -14.3% |
| 3M | +22.7% | -18.4% | +41.1% | +31.3% |
| 6M | -3.7% | -11.9% | +8.2% | +0.4% |
| YTD | +127.5% | -26.6% | +154.1% | +149.3% |
| 1Y | +193.5% | -28.5% | +222.1% | +223.8% |
| 3Y | -1.3% | -5.1% | +3.8% | -3.9% |
| 5Y | -47.3% | -10.5% | -36.8% | -50.5% |
| All | -3.5% | -24.9% | +21.4% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling