-33.5%
VG vs WYNN
+4.9%
-38.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +9.6% | -4.2% | +13.8% | +10.4% |
| 30D | +15.2% | -14.6% | +29.8% | +18.5% |
| 3M | +24.1% | -18.4% | +42.5% | +28.9% |
| 6M | +27.2% | -11.9% | +39.1% | +27.3% |
| YTD | +132.3% | -26.6% | +158.9% | +151.8% |
| 1Y | +15.7% | -28.5% | +44.2% | +24.8% |
| All | -33.5% | +4.9% | -38.4% | -45.2% |
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