-61.0%
FLNC vs WYNN
-5.1%
-55.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.1% |
| 7D | -4.1% | -4.2% | +0.1% | -0.9% |
| 30D | -24.8% | -14.6% | -10.2% | -15.8% |
| 3M | -59.1% | -18.4% | -40.7% | -53.0% |
| 6M | -42.0% | -11.9% | -30.0% | -37.1% |
| YTD | -49.8% | -26.6% | -23.2% | -38.0% |
| 1Y | +43.1% | -28.5% | +71.6% | +77.4% |
| 3Y | -61.0% | -5.1% | -55.8% | -64.3% |
| All | -61.0% | -5.1% | -55.9% | -64.3% |
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 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