+1,111.5%
STLD vs WYNN
+1.1%
+1,110.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.4% |
| 7D | -0.9% | -4.2% | +3.3% | +0.5% |
| 30D | -8.9% | -14.6% | +5.7% | -3.9% |
| 3M | -14.0% | -18.4% | +4.4% | -8.3% |
| 6M | +30.8% | -11.9% | +42.8% | +35.7% |
| YTD | +42.3% | -26.6% | +68.9% | +56.2% |
| 1Y | +81.1% | -28.5% | +109.6% | +99.0% |
| 3Y | +149.2% | -5.1% | +154.3% | +140.6% |
| 5Y | +292.9% | -10.5% | +303.4% | +267.0% |
| All | +1,111.5% | +1.1% | +1,110.4% | +877.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling