+2.0%
WYNN vs FGI
-74.8%
+76.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -25.2% | +27.6% | +2.8% |
| 7D | +2.3% | -14.4% | +16.7% | +2.5% |
| 30D | +15.4% | -11.8% | +27.1% | +15.4% |
| 3M | -16.7% | -46.2% | +29.5% | -16.2% |
| 6M | -11.1% | +5.2% | -16.3% | -12.2% |
| YTD | -28.8% | +10.5% | -39.3% | -30.4% |
| 1Y | -30.2% | +25.5% | -55.7% | -32.2% |
| 3Y | +3.8% | -16.0% | +19.8% | -0.6% |
| All | +2.0% | -74.8% | +76.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling