-79.9%
FIG vs WYNN
-18.7%
-61.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.9% |
| 7D | -3.8% | -4.2% | +0.4% | -3.2% |
| 30D | -2.3% | -14.6% | +12.3% | +0.2% |
| 3M | +20.0% | -18.4% | +38.4% | +24.3% |
| 6M | -16.7% | -11.9% | -4.8% | -15.4% |
| YTD | -37.9% | -26.6% | -11.3% | -34.7% |
| 1Y | -58.5% | -28.5% | -30.0% | -57.8% |
| All | -79.9% | -18.7% | -61.2% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling