+494.2%
FIX vs WYNN
+2.9%
+491.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -2.1% |
| 7D | +9.4% | +2.3% | +7.1% | +8.7% |
| 30D | -27.8% | +15.4% | -43.1% | -31.0% |
| 3M | -35.6% | -16.7% | -18.8% | -31.8% |
| 6M | -45.2% | -11.1% | -34.1% | -43.7% |
| YTD | +19.5% | -28.8% | +48.3% | +31.9% |
| 1Y | +24.2% | -30.2% | +54.4% | +37.7% |
| 3Y | +494.2% | +3.8% | +490.4% | +384.0% |
| All | +494.2% | +2.9% | +491.3% | +384.0% |
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