+3,343.4%
STX vs WYNN
+1.1%
+3,342.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -2.3% | -4.2% | +1.9% | -1.1% |
| 30D | -5.5% | -14.6% | +9.2% | -1.3% |
| 3M | -4.3% | -18.4% | +14.1% | +0.8% |
| 6M | +115.6% | -11.9% | +127.5% | +122.5% |
| YTD | +202.2% | -26.6% | +228.8% | +226.3% |
| 1Y | +325.3% | -28.5% | +353.8% | +361.6% |
| 3Y | +1,283.9% | -5.1% | +1,289.0% | +1,261.9% |
| 5Y | +1,048.3% | -10.5% | +1,058.8% | +998.9% |
| All | +3,343.4% | +1.1% | +3,342.3% | +2,849.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling