+11,057.3%
STLD vs WYNN
+1,203.4%
+9,853.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.0% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | -10.4% | -11.8% | +1.4% | -6.1% |
| 3M | -10.6% | -15.8% | +5.2% | -5.0% |
| 6M | +32.7% | -10.7% | +43.4% | +37.5% |
| YTD | +42.8% | -24.5% | +67.3% | +56.8% |
| 1Y | +86.9% | -25.0% | +112.0% | +104.0% |
| 3Y | +143.8% | -1.8% | +145.6% | +131.4% |
| 5Y | +293.5% | -10.0% | +303.5% | +261.6% |
| 10Y | +1,122.7% | +3.2% | +1,119.5% | +784.2% |
| All | +11,057.3% | +1,203.4% | +9,853.9% | +2,964.9% |
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