+20.2%
CLF vs WYNN
-32.5%
+52.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.1% | -15.2% | -11.1% |
| 7D | -7.9% | +15.4% | -23.3% | -12.9% |
| 30D | +5.2% | +6.8% | -1.5% | +2.6% |
| 3M | +4.3% | -15.4% | +19.7% | +13.6% |
| 6M | +25.3% | -20.0% | +45.2% | +39.2% |
| YTD | -3.3% | -31.0% | +27.7% | +19.5% |
| 1Y | +20.2% | -31.5% | +51.7% | +49.4% |
| All | +20.2% | -32.5% | +52.7% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling