+99.1%
STM vs WYNN
-28.3%
+127.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -1.4% | -4.2% | +2.8% | -0.6% |
| 30D | -4.9% | -14.6% | +9.7% | -1.9% |
| 3M | -34.0% | -18.4% | -15.6% | -30.9% |
| 6M | +51.8% | -11.9% | +63.8% | +55.1% |
| YTD | +99.4% | -26.6% | +126.0% | +107.9% |
| 1Y | +99.1% | -28.5% | +127.6% | +111.0% |
| All | +99.1% | -28.3% | +127.4% | +111.0% |
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