+1,208.7%
VST vs WYNN
+2.4%
+1,206.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.6% | -4.2% | +3.6% | +0.4% |
| 30D | +1.2% | -14.6% | +15.8% | +4.8% |
| 3M | +1.5% | -18.4% | +19.9% | +6.0% |
| 6M | -6.5% | -11.9% | +5.4% | -4.2% |
| YTD | -7.8% | -26.6% | +18.8% | -1.5% |
| 1Y | -26.9% | -28.5% | +1.6% | -21.9% |
| 3Y | +353.9% | -5.1% | +359.0% | +347.7% |
| 5Y | +782.7% | -10.5% | +793.2% | +745.5% |
| All | +1,208.7% | +2.4% | +1,206.3% | +1,012.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling