+1,202.4%
WYNN vs FDS
+1,791.4%
-589.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.5% |
| 7D | -1.4% | -8.8% | +7.4% | +3.0% |
| 30D | -11.8% | -1.4% | -10.4% | -11.7% |
| 3M | -15.8% | +13.9% | -29.7% | -23.1% |
| 6M | -10.7% | +27.4% | -38.1% | -24.4% |
| YTD | -24.5% | -2.5% | -22.0% | -27.6% |
| 1Y | -25.0% | -23.8% | -1.2% | -19.7% |
| 3Y | -1.8% | -32.5% | +30.7% | +10.3% |
| 5Y | -10.0% | -23.2% | +13.2% | -8.1% |
| 10Y | +3.2% | +76.4% | -73.2% | -37.4% |
| All | +1,202.4% | +1,791.4% | -589.0% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling