+1,099.3%
STZ vs WYNN
+1,222.3%
-123.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -3.9% | +2.0% | -1.3% |
| 30D | -1.9% | -9.3% | +7.4% | -0.3% |
| 3M | -6.2% | -11.4% | +5.2% | -4.4% |
| 6M | -14.0% | -11.0% | -3.0% | -12.6% |
| YTD | -5.1% | -23.4% | +18.3% | -1.4% |
| 1Y | -9.6% | -24.8% | +15.2% | -6.1% |
| 3Y | -47.2% | -7.1% | -40.1% | -48.0% |
| 5Y | -33.6% | -5.4% | -28.2% | -37.2% |
| 10Y | -9.8% | +11.5% | -21.3% | -24.0% |
| All | +1,099.3% | +1,222.3% | -123.1% | +644.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling