+145.7%
VMC vs WYNN
+1.1%
+144.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -3.8% | -4.2% | +0.4% | -2.8% |
| 30D | -9.7% | -14.6% | +4.9% | -6.4% |
| 3M | -9.6% | -18.4% | +8.8% | -5.5% |
| 6M | -4.8% | -11.9% | +7.1% | -2.3% |
| YTD | -10.9% | -26.6% | +15.7% | -4.9% |
| 1Y | -15.6% | -28.5% | +12.9% | -9.9% |
| 3Y | +19.3% | -5.1% | +24.4% | +16.4% |
| 5Y | +48.0% | -10.5% | +58.5% | +40.1% |
| All | +145.7% | +1.1% | +144.6% | +97.5% |
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 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