+224.5%
VT vs WYNN
+1.1%
+223.3%
-34.2%
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 | -1.1% | -4.2% | +3.1% | -0.2% |
| 30D | -1.0% | -14.6% | +13.6% | +2.3% |
| 3M | +3.2% | -18.4% | +21.6% | +7.4% |
| 6M | +12.5% | -11.9% | +24.4% | +15.1% |
| YTD | +14.1% | -26.6% | +40.6% | +20.8% |
| 1Y | +18.9% | -28.5% | +47.4% | +26.1% |
| 3Y | +74.1% | -5.1% | +79.2% | +70.2% |
| 5Y | +66.9% | -10.5% | +77.4% | +58.7% |
| All | +224.5% | +1.1% | +223.3% | +181.0% |
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