+96.3%
VTR vs WYNN
+1.1%
+95.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.3% | -4.2% | +3.9% | +0.9% |
| 30D | +1.1% | -14.6% | +15.7% | +5.7% |
| 3M | +7.9% | -18.4% | +26.3% | +13.9% |
| 6M | +6.2% | -11.9% | +18.1% | +9.1% |
| YTD | +17.7% | -26.6% | +44.3% | +27.0% |
| 1Y | +32.9% | -28.5% | +61.4% | +43.3% |
| 3Y | +129.7% | -5.1% | +134.8% | +118.1% |
| 5Y | +89.3% | -10.5% | +99.8% | +71.0% |
| All | +96.3% | +1.1% | +95.2% | +48.8% |
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