+508.6%
CLF vs WYNN
+1,203.4%
-694.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.6% |
| 7D | -2.7% | -1.4% | -1.2% | -2.0% |
| 30D | -3.2% | -11.8% | +8.6% | +2.7% |
| 3M | -5.0% | -15.8% | +10.9% | +3.1% |
| 6M | +26.6% | -10.7% | +37.3% | +32.9% |
| YTD | -9.0% | -24.5% | +15.5% | +3.6% |
| 1Y | +11.8% | -25.0% | +36.9% | +26.9% |
| 3Y | -15.1% | -1.8% | -13.3% | -17.5% |
| 5Y | -48.2% | -10.0% | -38.2% | -51.1% |
| 10Y | +127.6% | +3.2% | +124.4% | +68.9% |
| All | +508.6% | +1,203.4% | -694.8% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling