+674.3%
FLEX vs WYNN
-10.3%
+684.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.4% |
| 7D | +0.1% | -3.4% | +3.5% | +1.4% |
| 30D | -11.8% | -15.4% | +3.7% | -6.4% |
| 3M | -22.6% | -15.8% | -6.8% | -18.0% |
| 6M | +77.3% | -13.5% | +90.8% | +85.7% |
| YTD | +78.8% | -26.0% | +104.7% | +97.1% |
| 1Y | +86.1% | -27.4% | +113.4% | +105.4% |
| 3Y | +446.2% | -3.7% | +450.0% | +427.1% |
| All | +674.3% | -10.3% | +684.6% | +597.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling