+245.5%
STLA vs WYNN
+76.4%
+169.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -3.8% | -3.4% | -0.4% | -2.7% |
| 30D | -3.1% | -15.4% | +12.3% | +2.3% |
| 3M | -19.6% | -15.8% | -3.8% | -15.3% |
| 6M | -23.5% | -13.5% | -10.0% | -20.2% |
| YTD | -51.5% | -26.0% | -25.5% | -47.1% |
| 1Y | -39.7% | -27.4% | -12.3% | -34.2% |
| 3Y | -66.3% | -3.7% | -62.6% | -67.0% |
| 5Y | -63.1% | -9.8% | -53.4% | -64.7% |
| 10Y | +48.5% | +1.1% | +47.4% | +23.9% |
| All | +245.5% | +76.4% | +169.0% | +161.0% |
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