-62.9%
STLA vs WYNN
-11.0%
-52.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | -2.9% | -4.2% | +1.3% | -1.2% |
| 30D | +0.9% | -14.6% | +15.6% | +7.5% |
| 3M | -21.6% | -18.4% | -3.2% | -15.2% |
| 6M | -21.6% | -11.9% | -9.7% | -18.1% |
| YTD | -50.4% | -26.6% | -23.8% | -44.6% |
| 1Y | -43.6% | -28.5% | -15.0% | -36.8% |
| 3Y | -66.4% | -5.1% | -61.3% | -67.8% |
| All | -62.9% | -11.0% | -52.0% | -67.0% |
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 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