-5.3%
FSLY vs WYNN
-24.3%
+18.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | +7.5% | -3.4% | +11.0% | +8.8% |
| 30D | -21.1% | -15.4% | -5.7% | -16.4% |
| 3M | +21.8% | -15.8% | +37.6% | +28.9% |
| 6M | -0.1% | -13.5% | +13.4% | +4.7% |
| YTD | +123.1% | -26.0% | +149.1% | +143.8% |
| 1Y | +208.6% | -27.4% | +235.9% | +238.5% |
| 3Y | -1.3% | -3.7% | +2.5% | -4.3% |
| 5Y | -48.4% | -9.8% | -38.6% | -51.6% |
| All | -5.3% | -24.3% | +18.9% | -4.2% |
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