+169.7%
VEA vs WYNN
+54.2%
+115.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -1.5% | -4.2% | +2.7% | -0.5% |
| 30D | -0.8% | -14.6% | +13.8% | +2.7% |
| 3M | +2.5% | -18.4% | +20.9% | +7.1% |
| 6M | +11.1% | -11.9% | +23.1% | +14.0% |
| YTD | +17.2% | -26.6% | +43.8% | +24.8% |
| 1Y | +24.5% | -28.5% | +53.0% | +32.7% |
| 3Y | +75.4% | -5.1% | +80.5% | +71.2% |
| 5Y | +61.1% | -10.5% | +71.6% | +52.5% |
| 10Y | +163.1% | +0.3% | +162.8% | +111.7% |
| All | +169.7% | +54.2% | +115.6% | +47.4% |
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