+12.8%
VG vs WYNN
-26.4%
+39.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | -3.9% | +5.6% | +0.7% |
| 30D | +16.0% | -9.3% | +25.3% | +13.3% |
| 3M | +9.7% | -11.4% | +21.2% | +7.1% |
| 6M | +29.6% | -11.0% | +40.5% | +27.6% |
| YTD | +112.0% | -23.4% | +135.4% | +115.4% |
| 1Y | +12.8% | -24.8% | +37.6% | +15.6% |
| All | +12.8% | -26.4% | +39.2% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling