+137.9%
VGT vs WYNN
-11.0%
+148.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.2% | -4.2% | +4.0% | +1.1% |
| 30D | -0.4% | -14.6% | +14.2% | +4.1% |
| 3M | +4.4% | -18.4% | +22.8% | +10.4% |
| 6M | +32.1% | -11.9% | +44.0% | +36.1% |
| YTD | +28.8% | -26.6% | +55.4% | +39.5% |
| 1Y | +35.3% | -28.5% | +63.9% | +46.8% |
| 3Y | +124.8% | -5.1% | +129.9% | +116.0% |
| All | +137.9% | -11.0% | +148.9% | +113.0% |
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