-38.8%
STZ vs WYNN
-10.1%
-28.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.4% | -5.7% |
| 7D | -7.4% | +1.8% | -9.2% | -7.6% |
| 30D | -10.9% | -9.8% | -1.0% | -9.8% |
| 3M | -13.4% | -11.8% | -1.6% | -12.2% |
| 6M | -16.2% | -8.8% | -7.4% | -15.4% |
| YTD | -10.4% | -22.8% | +12.4% | -8.0% |
| 1Y | -14.8% | -24.1% | +9.3% | -12.5% |
| 3Y | -50.1% | +0.4% | -50.6% | -51.4% |
| 5Y | -38.8% | -8.7% | -30.1% | -42.2% |
| All | -38.8% | -10.1% | -28.7% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling