+112.0%
VSH vs WYNN
-26.4%
+138.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | +4.1% | -3.9% | +8.0% | +5.0% |
| 30D | -4.2% | -9.3% | +5.1% | -1.8% |
| 3M | -50.0% | -11.4% | -38.5% | -48.3% |
| 6M | +80.2% | -11.0% | +91.1% | +84.1% |
| YTD | +121.1% | -23.4% | +144.5% | +132.8% |
| 1Y | +112.0% | -24.8% | +136.8% | +120.0% |
| All | +112.0% | -26.4% | +138.4% | +120.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling