+36.6%
FFIV vs WYNN
-32.5%
+69.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.2% |
| 7D | -9.8% | +15.4% | -25.2% | -11.6% |
| 30D | -28.1% | +6.8% | -34.8% | -28.7% |
| 3M | -20.0% | -15.4% | -4.6% | -18.6% |
| 6M | -0.1% | -20.0% | +19.9% | +2.7% |
| YTD | +29.2% | -31.0% | +60.2% | +36.6% |
| 1Y | +36.6% | -31.5% | +68.1% | +42.5% |
| All | +36.6% | -32.5% | +69.1% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling