+146.4%
STLD vs WYNN
-4.3%
+150.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -3.6% | -3.4% | -0.2% | -2.7% |
| 30D | -10.1% | -15.4% | +5.3% | -5.9% |
| 3M | -11.4% | -15.8% | +4.3% | -7.4% |
| 6M | +30.8% | -13.5% | +44.3% | +35.3% |
| YTD | +40.7% | -26.0% | +66.6% | +51.7% |
| 1Y | +80.8% | -27.4% | +108.1% | +94.6% |
| All | +146.4% | -4.3% | +150.7% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling