+61.8%
VNQ vs WYNN
+1.1%
+60.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.3% | -4.2% | +2.9% | -0.5% |
| 30D | -2.6% | -14.6% | +12.0% | +0.2% |
| 3M | -2.0% | -18.4% | +16.4% | +1.5% |
| 6M | +4.3% | -11.9% | +16.2% | +6.4% |
| YTD | +9.2% | -26.6% | +35.8% | +14.8% |
| 1Y | +5.6% | -28.5% | +34.1% | +11.1% |
| 3Y | +30.8% | -5.1% | +36.0% | +28.1% |
| 5Y | +8.0% | -10.5% | +18.5% | +3.0% |
| All | +61.8% | +1.1% | +60.7% | +42.0% |
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