-75.4%
FLNC vs WYNN
-34.2%
-41.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.7% | -12.2% | -13.6% |
| 7D | -16.3% | +6.9% | -23.2% | -19.0% |
| 30D | -36.6% | +3.5% | -40.1% | -37.3% |
| 3M | -64.2% | -21.4% | -42.8% | -58.4% |
| 6M | -59.9% | -25.0% | -34.9% | -52.6% |
| YTD | -74.2% | -33.6% | -40.6% | -67.2% |
| 1Y | -75.4% | -36.0% | -39.4% | -68.2% |
| All | -75.4% | -34.2% | -41.2% | -68.2% |
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 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