+365.4%
STX vs WYNN
-26.4%
+391.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | +2.4% | -3.9% | +6.3% | +3.7% |
| 30D | +1.4% | -9.3% | +10.7% | +4.7% |
| 3M | -8.2% | -11.4% | +3.2% | -4.6% |
| 6M | +127.0% | -11.0% | +138.0% | +134.1% |
| YTD | +209.1% | -23.4% | +232.5% | +236.1% |
| 1Y | +365.4% | -24.8% | +390.2% | +417.7% |
| All | +365.4% | -26.4% | +391.8% | +417.7% |
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