+68.5%
STRL vs WYNN
-26.4%
+94.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -3.9% | +7.3% | +5.4% |
| 30D | -9.2% | -9.3% | 0.0% | -4.8% |
| 3M | -51.0% | -11.4% | -39.6% | -48.1% |
| 6M | +15.8% | -11.0% | +26.7% | +22.4% |
| YTD | +58.9% | -23.4% | +82.2% | +77.1% |
| 1Y | +68.5% | -24.8% | +93.3% | +84.8% |
| All | +68.5% | -26.4% | +94.9% | +84.8% |
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