+404.6%
VIAV vs WYNN
+1.1%
+403.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +11.2% | -4.2% | +15.4% | +12.4% |
| 30D | -10.1% | -14.6% | +4.5% | -6.5% |
| 3M | -22.9% | -18.4% | -4.5% | -19.1% |
| 6M | +28.8% | -11.9% | +40.7% | +32.1% |
| YTD | +117.5% | -26.6% | +144.0% | +132.2% |
| 1Y | +216.1% | -28.5% | +244.6% | +238.2% |
| 3Y | +292.2% | -5.1% | +297.3% | +279.3% |
| 5Y | +141.0% | -10.5% | +151.5% | +125.3% |
| All | +404.6% | +1.1% | +403.4% | +303.1% |
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