+1,165.9%
WYNN vs FLR
+513.2%
+652.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | -4.2% | -3.5% | -0.7% | -2.8% |
| 30D | -14.6% | +4.2% | -18.8% | -16.3% |
| 3M | -18.4% | +8.1% | -26.5% | -22.4% |
| 6M | -11.9% | +21.5% | -33.4% | -21.3% |
| YTD | -26.6% | +36.8% | -63.4% | -37.9% |
| 1Y | -28.5% | +31.2% | -59.7% | -39.2% |
| 3Y | -5.1% | +53.9% | -59.0% | -30.8% |
| 5Y | -10.5% | +243.0% | -253.5% | -56.5% |
| 10Y | +0.3% | +18.8% | -18.6% | -42.2% |
| All | +1,165.9% | +513.2% | +652.7% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling