+156.3%
FFIV vs WYNN
-5.1%
+161.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.8% |
| 3M | +4.5% | -18.4% | +22.9% | +9.3% |
| 6M | +42.2% | -11.9% | +54.1% | +45.3% |
| YTD | +61.3% | -26.6% | +87.9% | +72.5% |
| 1Y | +23.0% | -28.5% | +51.6% | +31.8% |
| 3Y | +156.3% | -5.1% | +161.4% | +146.0% |
| All | +156.3% | -5.1% | +161.3% | +146.0% |
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