+99.6%
STM vs WYNN
-26.4%
+126.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -3.9% | +9.7% | +6.6% |
| 30D | -1.0% | -9.3% | +8.3% | +1.0% |
| 3M | -33.3% | -11.4% | -21.8% | -31.4% |
| 6M | +57.4% | -11.0% | +68.3% | +60.4% |
| YTD | +102.2% | -23.4% | +125.6% | +108.9% |
| 1Y | +99.6% | -24.8% | +124.4% | +109.3% |
| All | +99.6% | -26.4% | +126.0% | +109.3% |
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 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