-56.4%
FICO vs WYNN
-32.5%
-23.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.1% | -9.3% | -4.5% |
| 7D | +0.4% | +15.4% | -15.0% | -2.9% |
| 30D | +1.7% | +6.8% | -5.1% | +0.1% |
| 3M | -33.0% | -15.4% | -17.7% | -31.2% |
| 6M | -33.9% | -20.0% | -13.9% | -31.5% |
| YTD | -58.5% | -31.0% | -27.5% | -56.0% |
| 1Y | -56.4% | -31.5% | -24.9% | -53.8% |
| All | -56.4% | -32.5% | -23.9% | -53.8% |
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