+61.6%
STRL vs WYNN
-28.3%
+90.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.8% |
| 7D | +5.0% | -4.2% | +9.2% | +7.2% |
| 30D | -6.9% | -14.6% | +7.7% | +0.5% |
| 3M | -39.1% | -18.4% | -20.6% | -32.7% |
| 6M | +21.5% | -11.9% | +33.4% | +29.8% |
| YTD | +66.9% | -26.6% | +93.5% | +89.4% |
| 1Y | +61.6% | -28.5% | +90.2% | +84.2% |
| All | +61.6% | -28.3% | +90.0% | +84.2% |
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