-35.7%
VG vs WYNN
+7.9%
-43.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.2% |
| 7D | +3.8% | -1.4% | +5.2% | +4.0% |
| 30D | +7.2% | -11.8% | +19.0% | +9.6% |
| 3M | +22.8% | -15.8% | +38.6% | +26.8% |
| 6M | +33.2% | -10.7% | +43.9% | +33.3% |
| YTD | +124.8% | -24.5% | +149.3% | +142.5% |
| 1Y | +15.8% | -25.0% | +40.9% | +22.8% |
| All | -35.7% | +7.9% | -43.6% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling