+648.3%
FICO vs WYNN
+1.1%
+647.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +5.7% | -4.2% | +9.9% | +6.8% |
| 30D | -5.6% | -14.6% | +9.0% | -2.0% |
| 3M | -16.9% | -18.4% | +1.5% | -12.8% |
| 6M | -15.4% | -11.9% | -3.5% | -13.3% |
| YTD | -41.7% | -26.6% | -15.1% | -37.5% |
| 1Y | -38.3% | -28.5% | -9.7% | -33.8% |
| 3Y | +8.9% | -5.1% | +14.0% | +5.9% |
| 5Y | +118.3% | -10.5% | +128.8% | +105.8% |
| All | +648.3% | +1.1% | +647.1% | +496.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling