+1,115.5%
FLEX vs WYNN
+1.1%
+1,114.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.5% |
| 7D | +5.7% | -4.2% | +9.9% | +7.5% |
| 30D | -7.0% | -14.6% | +7.6% | -1.2% |
| 3M | -23.8% | -18.4% | -5.4% | -18.0% |
| 6M | +82.6% | -11.9% | +94.6% | +90.8% |
| YTD | +91.6% | -26.6% | +118.2% | +113.8% |
| 1Y | +100.6% | -28.5% | +129.1% | +124.7% |
| 3Y | +479.8% | -5.1% | +484.9% | +463.6% |
| 5Y | +746.5% | -10.5% | +757.0% | +688.0% |
| All | +1,115.5% | +1.1% | +1,114.4% | +878.2% |
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