+153.0%
VLO vs WYNN
-28.3%
+181.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +5.3% | -4.2% | +9.5% | +5.2% |
| 30D | +18.2% | -14.6% | +32.9% | +17.7% |
| 3M | +53.3% | -18.4% | +71.7% | +52.8% |
| 6M | +70.4% | -11.9% | +82.4% | +68.9% |
| YTD | +143.4% | -26.6% | +170.0% | +148.8% |
| 1Y | +153.0% | -28.5% | +181.5% | +158.2% |
| All | +153.0% | -28.3% | +181.3% | +158.2% |
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