-5.1%
WYNN vs FLR
+54.2%
-59.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | -4.2% | -3.5% | -0.7% | -3.5% |
| 30D | -14.6% | +4.2% | -18.8% | -15.5% |
| 3M | -18.4% | +8.1% | -26.5% | -20.5% |
| 6M | -11.9% | +21.5% | -33.4% | -17.2% |
| YTD | -26.6% | +36.8% | -63.4% | -32.9% |
| 1Y | -28.5% | +31.2% | -59.7% | -34.5% |
| 3Y | -5.1% | +53.9% | -59.0% | -23.3% |
| All | -5.1% | +54.2% | -59.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling