+317.1%
IVV vs WYNN
+1.1%
+316.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | -4.2% | +3.4% | +0.1% |
| 30D | -1.1% | -14.6% | +13.6% | +2.1% |
| 3M | +3.9% | -18.4% | +22.3% | +8.0% |
| 6M | +13.6% | -11.9% | +25.6% | +16.1% |
| YTD | +12.7% | -26.6% | +39.3% | +19.2% |
| 1Y | +17.6% | -28.5% | +46.1% | +24.5% |
| 3Y | +77.3% | -5.1% | +82.4% | +73.3% |
| 5Y | +84.1% | -10.5% | +94.6% | +75.2% |
| All | +317.1% | +1.1% | +316.0% | +264.0% |
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 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