+246.7%
FFIV vs WYNN
+1.1%
+245.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.5% |
| 7D | +5.4% | -4.2% | +9.6% | +6.4% |
| 30D | -2.7% | -14.6% | +12.0% | +0.6% |
| 3M | +4.5% | -18.4% | +22.9% | +8.9% |
| 6M | +42.2% | -11.9% | +54.1% | +45.2% |
| YTD | +61.3% | -26.6% | +87.9% | +71.3% |
| 1Y | +23.0% | -28.5% | +51.6% | +30.9% |
| 3Y | +156.3% | -5.1% | +161.4% | +151.0% |
| 5Y | +102.9% | -10.5% | +113.3% | +93.1% |
| All | +246.7% | +1.1% | +245.5% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling