-71.6%
FLNC vs WYNN
-1.2%
-70.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -4.1% | -4.2% | +0.1% | -1.2% |
| 30D | -24.8% | -14.6% | -10.2% | -16.6% |
| 3M | -59.1% | -18.4% | -40.7% | -53.6% |
| 6M | -42.0% | -11.9% | -30.0% | -37.4% |
| YTD | -49.8% | -26.6% | -23.2% | -39.2% |
| 1Y | +43.1% | -28.5% | +71.6% | +74.7% |
| 3Y | -61.0% | -5.1% | -55.8% | -61.3% |
| All | -71.6% | -1.2% | -70.4% | -73.0% |
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 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