+3,908.3%
FICO vs WYNN
+1,222.3%
+2,685.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | -3.9% | -15.3% | -18.4% |
| 30D | -14.6% | -9.3% | -5.3% | -12.5% |
| 3M | -20.1% | -11.4% | -8.7% | -17.8% |
| 6M | -36.3% | -11.0% | -25.4% | -34.8% |
| YTD | -44.9% | -23.4% | -21.5% | -41.4% |
| 1Y | -38.6% | -24.8% | -13.8% | -34.8% |
| 3Y | +4.0% | -7.1% | +11.1% | +1.7% |
| 5Y | +99.5% | -5.4% | +104.9% | +85.3% |
| 10Y | +604.7% | +11.5% | +593.2% | +443.6% |
| All | +3,908.3% | +1,222.3% | +2,685.9% | +1,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling