-5.1%
WYNN vs FDS
-37.4%
+32.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -4.2% | -14.0% | +9.8% | -2.2% |
| 30D | -14.6% | -6.2% | -8.4% | -14.0% |
| 3M | -18.4% | +10.2% | -28.6% | -20.3% |
| 6M | -11.9% | +27.4% | -39.4% | -16.6% |
| YTD | -26.6% | -9.3% | -17.3% | -25.5% |
| 1Y | -28.5% | -28.6% | +0.1% | -22.2% |
| 3Y | -5.1% | -36.8% | +31.7% | +6.7% |
| All | -5.1% | -37.4% | +32.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling