-34.8%
VG vs WYNN
+5.8%
-40.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | +7.0% | -3.4% | +10.5% | +7.7% |
| 30D | +17.2% | -15.4% | +32.7% | +20.9% |
| 3M | +16.8% | -15.8% | +32.6% | +20.4% |
| 6M | +36.3% | -13.5% | +49.8% | +37.7% |
| YTD | +127.9% | -26.0% | +153.9% | +146.6% |
| 1Y | +11.7% | -27.4% | +39.1% | +19.7% |
| All | -34.8% | +5.8% | -40.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling