+355.2%
STM vs WYNN
+1,203.4%
-848.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.1% |
| 7D | +1.7% | -1.4% | +3.1% | +2.1% |
| 30D | -5.2% | -11.8% | +6.6% | -1.3% |
| 3M | -29.6% | -15.8% | -13.8% | -25.8% |
| 6M | +54.4% | -10.7% | +65.1% | +59.0% |
| YTD | +99.5% | -24.5% | +124.0% | +116.7% |
| 1Y | +100.8% | -25.0% | +125.8% | +116.4% |
| 3Y | +20.2% | -1.8% | +21.9% | +17.3% |
| 5Y | +21.1% | -10.0% | +31.2% | +16.6% |
| 10Y | +664.5% | +3.2% | +661.4% | +529.2% |
| All | +355.2% | +1,203.4% | -848.3% | +91.1% |
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