+36.4%
FTV vs WYNN
-32.5%
+68.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.1% | -3.8% | +0.5% |
| 7D | +6.6% | +15.4% | -8.8% | +2.2% |
| 30D | +19.1% | +6.8% | +12.3% | +16.7% |
| 3M | +13.1% | -15.4% | +28.5% | +18.9% |
| 6M | +14.0% | -20.0% | +34.0% | +21.6% |
| YTD | +24.2% | -31.0% | +55.2% | +38.0% |
| 1Y | +36.4% | -31.5% | +67.8% | +51.8% |
| All | +36.4% | -32.5% | +68.8% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling