-10.8%
STZ vs WYNN
-26.8%
+16.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.0% |
| 7D | -4.1% | -3.4% | -0.7% | -3.9% |
| 30D | -7.6% | -15.4% | +7.8% | -6.8% |
| 3M | -12.3% | -15.8% | +3.5% | -11.5% |
| 6M | -16.3% | -13.5% | -2.8% | -15.6% |
| YTD | -8.4% | -26.0% | +17.6% | -7.0% |
| 1Y | -10.8% | -27.4% | +16.6% | -9.5% |
| All | -10.8% | -26.8% | +16.0% | -9.5% |
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