-38.6%
FICO vs WYNN
-26.4%
-12.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | -3.9% | -15.3% | -18.7% |
| 30D | -14.6% | -9.3% | -5.3% | -13.3% |
| 3M | -20.1% | -11.4% | -8.7% | -18.6% |
| 6M | -36.3% | -11.0% | -25.4% | -35.5% |
| YTD | -44.9% | -23.4% | -21.5% | -42.9% |
| 1Y | -38.6% | -24.8% | -13.8% | -37.2% |
| All | -38.6% | -26.4% | -12.2% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling