-50.0%
VTRS vs WYNN
+1.1%
-51.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -2.2% | -4.2% | +2.0% | -1.2% |
| 30D | +3.3% | -14.6% | +17.9% | +7.3% |
| 3M | +2.0% | -18.4% | +20.4% | +6.9% |
| 6M | +19.9% | -11.9% | +31.9% | +23.2% |
| YTD | +35.7% | -26.6% | +62.3% | +45.2% |
| 1Y | +68.1% | -28.5% | +96.6% | +80.0% |
| 3Y | +87.1% | -5.1% | +92.2% | +82.5% |
| 5Y | +47.6% | -10.5% | +58.1% | +39.8% |
| All | -50.0% | +1.1% | -51.1% | -58.3% |
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 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