-80.8%
FIG vs WYNN
-18.0%
-62.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | -12.2% | -3.4% | -8.8% | -11.8% |
| 30D | -11.0% | -15.4% | +4.4% | -8.5% |
| 3M | +11.9% | -15.8% | +27.7% | +15.2% |
| 6M | -21.9% | -13.5% | -8.4% | -20.3% |
| YTD | -40.8% | -26.0% | -14.8% | -37.7% |
| 1Y | -56.6% | -27.4% | -29.3% | -56.1% |
| All | -80.8% | -18.0% | -62.8% | -80.8% |
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 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