+292.5%
ROIV vs WYNN
-17.8%
+310.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +16.9% | -4.2% | +21.1% | +18.2% |
| 30D | +12.9% | -14.6% | +27.5% | +17.6% |
| 3M | +37.3% | -18.4% | +55.7% | +44.5% |
| 6M | +38.0% | -11.9% | +49.9% | +42.0% |
| YTD | +88.1% | -26.6% | +114.7% | +102.7% |
| 1Y | +183.3% | -28.5% | +211.8% | +205.4% |
| 3Y | +254.6% | -5.1% | +259.8% | +241.7% |
| 5Y | +309.8% | -10.5% | +320.3% | +252.6% |
| All | +292.5% | -17.8% | +310.3% | +235.8% |
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 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