+69.2%
VTRS vs WYNN
-26.4%
+95.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +3.3% | -3.9% | +7.2% | +3.9% |
| 30D | -3.6% | -9.3% | +5.6% | -2.2% |
| 3M | +7.0% | -11.4% | +18.4% | +8.9% |
| 6M | +17.5% | -11.0% | +28.4% | +19.2% |
| YTD | +38.8% | -23.4% | +62.2% | +42.8% |
| 1Y | +69.2% | -24.8% | +94.0% | +72.1% |
| All | +69.2% | -26.4% | +95.6% | +72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling