-25.5%
FIS vs WYNN
-5.1%
-20.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.9% | -4.2% | -3.7% | -7.1% |
| 30D | -8.0% | -14.6% | +6.7% | -5.0% |
| 3M | +0.6% | -18.4% | +19.0% | +4.8% |
| 6M | -22.2% | -11.9% | -10.3% | -20.3% |
| YTD | -40.8% | -26.6% | -14.2% | -37.1% |
| 1Y | -41.5% | -28.5% | -13.0% | -37.9% |
| 3Y | -25.5% | -5.1% | -20.4% | -29.7% |
| All | -25.5% | -5.1% | -20.4% | -29.7% |
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