-40.6%
FIS vs WYNN
+1.1%
-41.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -7.9% | -4.2% | -3.7% | -7.0% |
| 30D | -8.0% | -14.6% | +6.7% | -4.5% |
| 3M | +0.6% | -18.4% | +19.0% | +5.4% |
| 6M | -22.2% | -11.9% | -10.3% | -20.1% |
| YTD | -40.8% | -26.6% | -14.2% | -36.6% |
| 1Y | -41.5% | -28.5% | -13.0% | -37.4% |
| 3Y | -25.5% | -5.1% | -20.4% | -27.3% |
| 5Y | -64.8% | -10.5% | -54.3% | -66.6% |
| All | -40.6% | +1.1% | -41.7% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling