+73.1%
VSH vs WYNN
-11.0%
+84.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +7.0% | +6.4% |
| 7D | +4.8% | -4.2% | +9.0% | +6.5% |
| 30D | -0.7% | -14.6% | +13.9% | +5.4% |
| 3M | -43.1% | -18.4% | -24.6% | -38.7% |
| 6M | +91.8% | -11.9% | +103.7% | +100.1% |
| YTD | +131.6% | -26.6% | +158.2% | +157.9% |
| 1Y | +118.1% | -28.5% | +146.6% | +143.2% |
| 3Y | +40.9% | -5.1% | +46.0% | +36.4% |
| All | +73.1% | -11.0% | +84.1% | +60.0% |
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 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