+7,285.0%
STRL vs WYNN
+1.1%
+7,283.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.7% |
| 7D | +5.0% | -4.2% | +9.2% | +6.5% |
| 30D | -6.9% | -14.6% | +7.7% | -2.0% |
| 3M | -39.1% | -18.4% | -20.6% | -35.0% |
| 6M | +21.5% | -11.9% | +33.4% | +26.7% |
| YTD | +66.9% | -26.6% | +93.5% | +83.5% |
| 1Y | +61.6% | -28.5% | +90.2% | +78.8% |
| 3Y | +560.0% | -5.1% | +565.1% | +548.4% |
| 5Y | +2,238.9% | -10.5% | +2,249.4% | +2,113.0% |
| All | +7,285.0% | +1.1% | +7,283.8% | +6,732.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling