-63.2%
FLUT vs WYNN
-32.5%
-30.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -5.0% |
| 7D | +4.2% | +15.4% | -11.3% | -2.4% |
| 30D | +8.0% | +6.8% | +1.3% | +4.7% |
| 3M | -22.1% | -15.4% | -6.7% | -16.9% |
| 6M | -21.7% | -20.0% | -1.7% | -14.7% |
| YTD | -62.0% | -31.0% | -30.9% | -56.2% |
| 1Y | -63.2% | -31.5% | -31.7% | -57.9% |
| All | -63.2% | -32.5% | -30.7% | -57.9% |
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