Stupidity: When they are in Italy on the boat, they find out they need to go to Montecarlo in order to reach Switzerland. They have a chopper. Italy is right next to Switzerland. It makes no sense that they would take a boat to Montecarlo to get to Switzerland, especially given the weather they'd have to sail through.

The Wolf of Wall Street (2013)
1 stupidity
Directed by: Martin Scorsese
Starring: Leonardo DiCaprio, Jonah Hill, Jon Favreau, Spike Jonze, P.J. Byrne
Continuity mistake: In the scene where Teresa is yelling and hitting Jordan after pulling him out of the limo, we see the door being closed 3 times. She starts to close the door. In the next shot she slips, and the door is fully open again. In the following shot she closes the door completely, and in the shot following that, she's closing the door once again. (01:00:25)
Jordan Belfort: I fucked her brains out... For eleven seconds.
Trivia: The person who introduces Leonardo DiCaprio onstage at the end of the film is the real Jordan Belfort.
Question: How did the FBI find the note Jordan gave Donnie when he was wearing a wire?
Chosen answer: As seen from Donne's reaction when the FBI storm the building shortly after, It should be assumed that Donnie told the FBI himself, and kept the note as evidence. One of the reasons for this could be that Donnie must have felt betrayed or something similar.
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Suggested correction: We don't know where in Italy they are. If they are all the way in the south, there is no way a helicopter could make it to Switzerland on a single tank. Then he would also have to consider clearance for airspace, where and how to refuel etc. In short, sailing to Monaco and flying to Switzerland from there is much easier.
Friso94
Clearance to dock in Monaco is needed if you sail with a large ship. Same trouble than air clearance. Using a helicopter is still faster, even with the eventual refuelling. Switzerland via Monaco makes no sense. They would still need to use the helicopter or a car from Monaco on.
Christophe Huysecom