+2,023.5%
FLUT vs WYNN
+1,177.3%
+846.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.5% |
| 7D | -3.6% | -3.4% | -0.1% | -3.4% |
| 30D | -0.3% | -15.4% | +15.1% | +0.7% |
| 3M | -12.6% | -15.8% | +3.2% | -11.7% |
| 6M | -8.0% | -13.5% | +5.5% | -7.1% |
| YTD | -54.1% | -26.0% | -28.1% | -53.3% |
| 1Y | -66.1% | -27.4% | -38.7% | -65.5% |
| 3Y | -45.0% | -3.7% | -41.3% | -45.1% |
| 5Y | -51.2% | -9.8% | -41.5% | -51.8% |
| 10Y | -11.0% | +1.1% | -12.1% | -12.3% |
| All | +2,023.5% | +1,177.3% | +846.2% | +2,210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling