+363.8%
VT vs WYNN
+67.4%
+296.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -0.7% | +3.6% | -4.3% | -1.5% |
| 30D | -1.7% | +13.9% | -15.6% | -4.8% |
| 3M | -2.3% | -18.3% | +16.0% | +2.0% |
| 6M | +1.5% | -13.6% | +15.2% | +4.4% |
| YTD | +12.0% | -28.5% | +40.6% | +19.9% |
| 1Y | +12.9% | -31.6% | +44.5% | +21.9% |
| 3Y | +74.9% | +3.0% | +72.0% | +67.5% |
| 5Y | +59.9% | -6.3% | +66.2% | +50.2% |
| 10Y | +224.6% | +13.0% | +211.6% | +153.3% |
| All | +363.8% | +67.4% | +296.4% | +155.3% |
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