+13.5%
VG vs WYNN
-27.7%
+41.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +0.8% |
| 7D | +7.0% | -3.4% | +10.5% | +6.0% |
| 30D | +17.2% | -15.4% | +32.7% | +12.2% |
| 3M | +16.8% | -15.8% | +32.6% | +12.3% |
| 6M | +36.3% | -13.5% | +49.8% | +32.8% |
| YTD | +127.9% | -26.0% | +153.9% | +128.3% |
| All | +13.5% | -27.7% | +41.2% | +13.2% |
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 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