+34.8%
VRSN vs WYNN
-11.0%
+45.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | +0.2% | -4.2% | +4.4% | +0.8% |
| 30D | +3.8% | -14.6% | +18.4% | +6.1% |
| 3M | +5.0% | -18.4% | +23.4% | +8.0% |
| 6M | +24.9% | -11.9% | +36.8% | +26.7% |
| YTD | +21.6% | -26.6% | +48.2% | +26.6% |
| 1Y | +2.4% | -28.5% | +30.9% | +6.8% |
| 3Y | +47.3% | -5.1% | +52.5% | +43.9% |
| All | +34.8% | -11.0% | +45.8% | +23.3% |
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