+221.8%
VT vs WYNN
+13.3%
+208.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.8% |
| 7D | +2.4% | +2.3% | 0.0% | +1.8% |
| 30D | -1.5% | +15.4% | -16.9% | -4.5% |
| 3M | -4.1% | -16.7% | +12.6% | -0.7% |
| 6M | +0.6% | -11.1% | +11.7% | +2.5% |
| YTD | +11.0% | -28.8% | +39.8% | +18.2% |
| 1Y | +13.3% | -30.2% | +43.6% | +21.0% |
| 3Y | +73.4% | +3.8% | +69.6% | +66.2% |
| 5Y | +57.4% | -6.2% | +63.6% | +48.5% |
| All | +221.8% | +13.3% | +208.6% | +178.4% |
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