-46.6%
CLF vs WYNN
-11.0%
-35.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.3% |
| 7D | -3.5% | -4.2% | +0.7% | -1.6% |
| 30D | -1.6% | -14.6% | +13.1% | +5.9% |
| 3M | -12.0% | -18.4% | +6.4% | -3.6% |
| 6M | +30.0% | -11.9% | +41.9% | +37.0% |
| YTD | -9.2% | -26.6% | +17.4% | +4.2% |
| 1Y | +2.3% | -28.5% | +30.8% | +18.1% |
| 3Y | -14.4% | -5.1% | -9.3% | -15.8% |
| All | -46.6% | -11.0% | -35.6% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling