-5.1%
WYNN vs FLR
+19.7%
-24.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | -4.2% | -3.5% | -0.7% | -3.2% |
| 30D | -14.6% | +4.2% | -18.8% | -15.8% |
| 3M | -18.4% | +8.1% | -26.5% | -21.3% |
| 6M | -11.9% | +21.5% | -33.4% | -18.7% |
| YTD | -26.6% | +36.8% | -63.4% | -34.9% |
| 1Y | -28.5% | +31.2% | -59.7% | -36.3% |
| 3Y | -5.1% | +53.9% | -59.0% | -24.2% |
| 5Y | -10.5% | +243.0% | -253.5% | -46.3% |
| All | -5.1% | +19.7% | -24.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling