+76.5%
FTV vs WYNN
+1.1%
+75.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -4.0% | -4.2% | +0.2% | -2.9% |
| 30D | -11.0% | -14.6% | +3.6% | -7.4% |
| 3M | -8.4% | -18.4% | +10.0% | -3.7% |
| 6M | -2.6% | -11.9% | +9.4% | +0.2% |
| YTD | -0.6% | -26.6% | +26.0% | +7.0% |
| 1Y | +11.0% | -28.5% | +39.5% | +19.5% |
| 3Y | -6.3% | -5.1% | -1.2% | -8.1% |
| 5Y | -1.5% | -10.5% | +9.0% | -6.4% |
| All | +76.5% | +1.1% | +75.4% | +51.1% |
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 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