+295.8%
FTI vs WYNN
+1.1%
+294.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -4.4% | -4.2% | -0.2% | -2.7% |
| 30D | +1.5% | -14.6% | +16.1% | +8.2% |
| 3M | +8.2% | -18.4% | +26.6% | +17.0% |
| 6M | +18.8% | -11.9% | +30.7% | +23.2% |
| YTD | +71.7% | -26.6% | +98.3% | +91.1% |
| 1Y | +90.0% | -28.5% | +118.6% | +112.0% |
| 3Y | +270.5% | -5.1% | +275.6% | +248.0% |
| 5Y | +1,084.5% | -10.5% | +1,095.0% | +948.5% |
| All | +295.8% | +1.1% | +294.7% | +228.6% |
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