+1,238.2%
VST vs WYNN
+7.7%
+1,230.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +9.9% | +1.8% | +8.1% | +9.4% |
| 30D | +7.9% | -9.8% | +17.8% | +10.4% |
| 3M | +3.4% | -11.8% | +15.2% | +6.2% |
| 6M | -4.1% | -8.8% | +4.7% | -2.5% |
| YTD | -5.7% | -22.8% | +17.1% | -0.5% |
| 1Y | -18.9% | -24.1% | +5.2% | -14.5% |
| 3Y | +359.1% | +0.4% | +358.6% | +347.0% |
| 5Y | +766.9% | -8.7% | +775.5% | +726.2% |
| All | +1,238.2% | +7.7% | +1,230.5% | +1,024.2% |
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