-49.5%
FLUT vs WYNN
-11.0%
-38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +0.4% | -4.2% | +4.6% | +1.9% |
| 30D | +2.5% | -14.6% | +17.1% | +8.2% |
| 3M | -9.2% | -18.4% | +9.2% | -3.0% |
| 6M | -8.2% | -11.9% | +3.7% | -4.4% |
| YTD | -53.2% | -26.6% | -26.6% | -48.4% |
| 1Y | -65.6% | -28.5% | -37.0% | -62.0% |
| 3Y | -43.6% | -5.1% | -38.4% | -45.1% |
| All | -49.5% | -11.0% | -38.5% | -56.7% |
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