+195.0%
VLO vs WYNN
-5.1%
+200.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +5.3% | -4.2% | +9.5% | +6.3% |
| 30D | +18.2% | -14.6% | +32.9% | +22.3% |
| 3M | +53.3% | -18.4% | +71.7% | +60.0% |
| 6M | +70.4% | -11.9% | +82.4% | +73.1% |
| YTD | +143.4% | -26.6% | +170.0% | +160.0% |
| 1Y | +153.0% | -28.5% | +181.5% | +170.8% |
| 3Y | +195.0% | -5.1% | +200.1% | +174.5% |
| All | +195.0% | -5.1% | +200.0% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling