+143.6%
VLO vs WYNN
-26.4%
+170.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -3.9% | +9.1% | +5.1% |
| 30D | +22.6% | -9.3% | +31.9% | +22.2% |
| 3M | +43.8% | -11.4% | +55.2% | +43.3% |
| 6M | +65.7% | -11.0% | +76.7% | +65.3% |
| YTD | +131.1% | -23.4% | +154.5% | +135.9% |
| 1Y | +143.6% | -24.8% | +168.4% | +154.2% |
| All | +143.6% | -26.4% | +170.0% | +154.2% |
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