+354.8%
VSH vs WYNN
+1,177.3%
-822.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | +3.1% | -3.4% | +6.5% | +4.3% |
| 30D | -5.7% | -15.4% | +9.7% | -0.2% |
| 3M | -42.5% | -15.8% | -26.7% | -39.2% |
| 6M | +82.7% | -13.5% | +96.2% | +91.0% |
| YTD | +118.2% | -26.0% | +144.2% | +139.5% |
| 1Y | +109.7% | -27.4% | +137.0% | +130.0% |
| 3Y | +35.3% | -3.7% | +39.0% | +33.8% |
| 5Y | +65.6% | -9.8% | +75.4% | +58.0% |
| 10Y | +176.8% | +1.1% | +175.7% | +124.3% |
| All | +354.8% | +1,177.3% | -822.4% | +38.6% |
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