-52.6%
STLA vs WYNN
-32.5%
-20.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +2.5% |
| 7D | -0.6% | +15.4% | -16.1% | -3.6% |
| 30D | +3.6% | +6.8% | -3.2% | +2.1% |
| 3M | -20.6% | -15.4% | -5.3% | -18.6% |
| 6M | -34.3% | -20.0% | -14.4% | -31.8% |
| YTD | -57.3% | -31.0% | -26.3% | -54.3% |
| 1Y | -52.6% | -31.5% | -21.2% | -50.1% |
| All | -52.6% | -32.5% | -20.2% | -50.1% |
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 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