+96.5%
STM vs WYNN
-32.5%
+128.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.1% | -12.1% | -7.4% |
| 7D | -6.0% | +15.4% | -21.4% | -9.6% |
| 30D | -20.9% | +6.8% | -27.7% | -22.3% |
| 3M | -15.8% | -15.4% | -0.4% | -11.0% |
| 6M | -17.0% | -20.0% | +2.9% | -10.8% |
| YTD | +76.8% | -31.0% | +107.8% | +99.6% |
| 1Y | +96.5% | -31.5% | +128.0% | +121.3% |
| All | +96.5% | -32.5% | +128.9% | +121.3% |
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