+60.1%
STLD vs WYNN
-32.5%
+92.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -3.9% |
| 7D | -3.9% | +15.4% | -19.4% | -6.3% |
| 30D | -0.4% | +6.8% | -7.1% | -1.4% |
| 3M | -9.2% | -15.4% | +6.2% | -5.7% |
| 6M | +5.0% | -20.0% | +24.9% | +9.9% |
| YTD | +42.8% | -31.0% | +73.8% | +55.2% |
| 1Y | +60.1% | -31.5% | +91.5% | +74.8% |
| All | +60.1% | -32.5% | +92.5% | +74.8% |
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