+588.7%
VLO vs WYNN
-11.0%
+599.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +5.3% | -4.2% | +9.5% | +6.2% |
| 30D | +18.2% | -14.6% | +32.9% | +22.1% |
| 3M | +53.3% | -18.4% | +71.7% | +59.5% |
| 6M | +70.4% | -11.9% | +82.4% | +73.2% |
| YTD | +143.4% | -26.6% | +170.0% | +157.5% |
| 1Y | +153.0% | -28.5% | +181.5% | +168.2% |
| 3Y | +195.0% | -5.1% | +200.1% | +185.7% |
| All | +588.7% | -11.0% | +599.7% | +570.4% |
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