+854.2%
VMC vs WYNN
+1,166.9%
-312.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.8% | -4.2% | +0.4% | -2.7% |
| 30D | -9.7% | -14.6% | +4.9% | -5.9% |
| 3M | -9.6% | -18.4% | +8.8% | -4.8% |
| 6M | -4.8% | -11.9% | +7.1% | -1.9% |
| YTD | -10.9% | -26.6% | +15.7% | -3.9% |
| 1Y | -15.6% | -28.5% | +12.9% | -9.0% |
| 3Y | +19.3% | -5.1% | +24.4% | +15.9% |
| 5Y | +48.0% | -10.5% | +58.5% | +38.7% |
| 10Y | +155.4% | +0.3% | +155.1% | +98.3% |
| All | +854.2% | +1,166.9% | -312.7% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling