+1,697.3%
FLEX vs WYNN
+1,232.2%
+465.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.1% |
| 7D | +7.0% | +1.8% | +5.2% | +6.3% |
| 30D | -5.8% | -9.8% | +4.0% | -2.3% |
| 3M | -24.2% | -11.8% | -12.4% | -21.1% |
| 6M | +90.8% | -8.8% | +99.6% | +96.1% |
| YTD | +89.2% | -22.8% | +112.0% | +105.6% |
| 1Y | +104.7% | -24.1% | +128.8% | +122.6% |
| 3Y | +478.1% | +0.4% | +477.7% | +454.3% |
| 5Y | +726.2% | -8.7% | +734.8% | +672.7% |
| 10Y | +1,060.6% | +8.3% | +1,052.3% | +795.6% |
| All | +1,697.3% | +1,232.2% | +465.1% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling