+161.1%
VEA vs WYNN
+1.1%
+159.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -1.5% | -4.2% | +2.7% | -0.6% |
| 30D | -0.8% | -14.6% | +13.8% | +2.3% |
| 3M | +2.5% | -18.4% | +20.9% | +6.5% |
| 6M | +11.1% | -11.9% | +23.1% | +13.6% |
| YTD | +17.2% | -26.6% | +43.8% | +23.9% |
| 1Y | +24.5% | -28.5% | +53.0% | +31.7% |
| 3Y | +75.4% | -5.1% | +80.5% | +71.5% |
| 5Y | +61.1% | -10.5% | +71.6% | +53.4% |
| All | +161.1% | +1.1% | +159.9% | +127.1% |
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