+440.9%
FLEX vs WYNN
-4.3%
+445.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.4% |
| 7D | +0.1% | -3.4% | +3.5% | +1.5% |
| 30D | -11.8% | -15.4% | +3.7% | -6.0% |
| 3M | -22.6% | -15.8% | -6.8% | -17.6% |
| 6M | +77.3% | -13.5% | +90.8% | +86.1% |
| YTD | +78.8% | -26.0% | +104.7% | +98.6% |
| 1Y | +86.1% | -27.4% | +113.4% | +106.8% |
| All | +440.9% | -4.3% | +445.1% | +403.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling