+2,072.5%
FTNT vs WYNN
+1.1%
+2,071.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -0.1% | -4.2% | +4.1% | +0.7% |
| 30D | -3.0% | -14.6% | +11.7% | +0.1% |
| 3M | +7.6% | -18.4% | +26.0% | +11.9% |
| 6M | +87.0% | -11.9% | +98.9% | +90.4% |
| YTD | +96.5% | -26.6% | +123.1% | +107.9% |
| 1Y | +92.9% | -28.5% | +121.5% | +104.4% |
| 3Y | +139.8% | -5.1% | +145.0% | +133.1% |
| 5Y | +151.3% | -10.5% | +161.8% | +138.0% |
| All | +2,072.5% | +1.1% | +2,071.3% | +1,729.0% |
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 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