+25.0%
FLEX vs WYNN
-32.5%
+57.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.1% | -18.4% | -13.3% |
| 7D | -17.0% | +15.4% | -32.4% | -19.8% |
| 30D | -33.8% | +6.8% | -40.6% | -34.6% |
| 3M | -39.0% | -15.4% | -23.7% | -35.1% |
| 6M | -15.9% | -20.0% | +4.1% | -8.9% |
| YTD | +27.8% | -31.0% | +58.9% | +45.4% |
| 1Y | +25.0% | -31.5% | +56.4% | +39.1% |
| All | +25.0% | -32.5% | +57.4% | +39.1% |
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 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