+1,263.7%
STZ vs WYNN
+1,099.3%
+164.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | 0.0% | +4.7% | -4.6% | -0.8% |
| 30D | +14.7% | +9.7% | +5.0% | +12.9% |
| 3M | +8.8% | -19.2% | +28.0% | +12.5% |
| 6M | +3.1% | -14.2% | +17.3% | +5.4% |
| YTD | +7.9% | -30.5% | +38.4% | +13.8% |
| 1Y | +14.2% | -33.0% | +47.1% | +21.0% |
| 3Y | -35.2% | +0.1% | -35.3% | -36.9% |
| 5Y | -29.6% | -8.4% | -21.2% | -32.9% |
| 10Y | +12.2% | +9.9% | +2.2% | -5.3% |
| All | +1,263.7% | +1,099.3% | +164.4% | +759.0% |
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