-11.7%
STZ vs WYNN
+2.0%
-13.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | -4.1% | -3.4% | -0.7% | -3.5% |
| 30D | -7.6% | -15.4% | +7.8% | -5.0% |
| 3M | -12.3% | -15.8% | +3.5% | -9.8% |
| 6M | -16.3% | -13.5% | -2.8% | -14.5% |
| YTD | -8.4% | -26.0% | +17.6% | -4.1% |
| 1Y | -10.8% | -27.4% | +16.6% | -6.8% |
| 3Y | -49.0% | -3.7% | -45.3% | -50.2% |
| 5Y | -36.5% | -9.8% | -26.7% | -39.5% |
| All | -11.7% | +2.0% | -13.7% | -24.1% |
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 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