+7,688.8%
FFIV vs WYNN
+1,203.4%
+6,485.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.0% | +4.3% |
| 7D | +3.5% | -1.4% | +4.9% | +3.8% |
| 30D | -1.3% | -11.8% | +10.4% | +1.4% |
| 3M | +2.4% | -15.8% | +18.2% | +6.1% |
| 6M | +41.8% | -10.7% | +52.5% | +44.5% |
| YTD | +58.5% | -24.5% | +83.0% | +67.6% |
| 1Y | +24.3% | -25.0% | +49.4% | +31.2% |
| 3Y | +152.0% | -1.8% | +153.8% | +145.1% |
| 5Y | +99.1% | -10.0% | +109.1% | +89.8% |
| 10Y | +242.8% | +3.2% | +239.6% | +178.4% |
| All | +7,688.8% | +1,203.4% | +6,485.4% | +4,212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling