+2,066.8%
VTR vs WYNN
+1,166.9%
+899.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.3% | -4.2% | +3.9% | +1.0% |
| 30D | +1.1% | -14.6% | +15.7% | +5.9% |
| 3M | +7.9% | -18.4% | +26.3% | +14.2% |
| 6M | +6.2% | -11.9% | +18.1% | +9.3% |
| YTD | +17.7% | -26.6% | +44.3% | +27.3% |
| 1Y | +32.9% | -28.5% | +61.4% | +43.7% |
| 3Y | +129.7% | -5.1% | +134.8% | +118.6% |
| 5Y | +89.3% | -10.5% | +99.8% | +70.7% |
| 10Y | +99.1% | +0.3% | +98.9% | +52.4% |
| All | +2,066.8% | +1,166.9% | +899.9% | +859.0% |
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 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