-51.7%
FIG vs WYNN
-32.5%
-19.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.8% | +3.9% |
| 7D | -4.7% | +15.4% | -20.1% | -7.3% |
| 30D | +0.5% | +6.8% | -6.2% | -0.8% |
| 3M | -18.4% | -15.4% | -3.0% | -16.4% |
| 6M | +10.9% | -20.0% | +30.8% | +15.5% |
| YTD | -40.8% | -31.0% | -9.7% | -36.1% |
| 1Y | -51.7% | -31.5% | -20.2% | -49.0% |
| All | -51.7% | -32.5% | -19.2% | -49.0% |
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