-57.6%
FISV vs WYNN
-5.1%
-52.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -2.7% | -4.2% | +1.5% | -2.0% |
| 30D | 0.0% | -14.6% | +14.7% | +2.7% |
| 3M | -2.8% | -18.4% | +15.6% | +0.6% |
| 6M | -11.8% | -11.9% | +0.1% | -10.1% |
| YTD | -23.2% | -26.6% | +3.4% | -19.5% |
| 1Y | -62.0% | -28.5% | -33.5% | -60.2% |
| 3Y | -57.6% | -5.1% | -52.5% | -59.0% |
| All | -57.6% | -5.1% | -52.5% | -59.0% |
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 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