-29.3%
VST vs WYNN
-26.8%
-2.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.2% |
| 7D | +2.0% | -3.4% | +5.4% | +2.8% |
| 30D | +1.5% | -15.4% | +16.9% | +5.5% |
| 3M | +6.3% | -15.8% | +22.1% | +10.5% |
| 6M | -10.3% | -13.5% | +3.2% | -7.6% |
| YTD | -8.6% | -26.0% | +17.4% | -2.8% |
| 1Y | -29.3% | -27.4% | -2.0% | -24.0% |
| All | -29.3% | -26.8% | -2.6% | -24.0% |
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