+66.0%
VT vs WYNN
-10.4%
+76.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | -0.7% | -11.8% | +11.1% | +1.9% |
| 3M | +4.0% | -15.8% | +19.8% | +7.7% |
| 6M | +12.3% | -10.7% | +23.0% | +14.6% |
| YTD | +14.0% | -24.5% | +38.5% | +20.3% |
| 1Y | +20.3% | -25.0% | +45.3% | +26.5% |
| 3Y | +75.4% | -1.8% | +77.2% | +68.8% |
| 5Y | +66.0% | -10.0% | +76.0% | +52.5% |
| All | +66.0% | -10.4% | +76.3% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling