+4,160.0%
VRSN vs WYNN
+1,177.3%
+2,982.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -1.5% | -3.4% | +1.9% | -0.8% |
| 30D | +0.7% | -15.4% | +16.1% | +4.3% |
| 3M | +0.6% | -15.8% | +16.4% | +4.1% |
| 6M | +21.7% | -13.5% | +35.2% | +24.8% |
| YTD | +20.0% | -26.0% | +46.0% | +26.8% |
| 1Y | +3.2% | -27.4% | +30.5% | +9.1% |
| 3Y | +42.4% | -3.7% | +46.1% | +37.9% |
| 5Y | +33.0% | -9.8% | +42.7% | +24.7% |
| 10Y | +292.9% | +1.1% | +291.8% | +207.7% |
| All | +4,160.0% | +1,177.3% | +2,982.7% | +1,012.7% |
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