+31,238.6%
STRL vs WYNN
+1,203.4%
+30,035.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | +8.2% | -1.4% | +9.6% | +8.7% |
| 30D | -6.3% | -11.8% | +5.4% | -2.9% |
| 3M | -41.2% | -15.8% | -25.4% | -38.3% |
| 6M | +20.4% | -10.7% | +31.1% | +24.4% |
| YTD | +61.7% | -24.5% | +86.2% | +74.4% |
| 1Y | +72.7% | -25.0% | +97.7% | +86.3% |
| 3Y | +530.9% | -1.8% | +532.7% | +517.2% |
| 5Y | +2,125.4% | -10.0% | +2,135.4% | +2,022.9% |
| 10Y | +7,301.3% | +3.2% | +7,298.2% | +5,992.7% |
| All | +31,238.6% | +1,203.4% | +30,035.2% | +14,996.0% |
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