+715.9%
VTV vs WYNN
+460.2%
+255.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.1% | -4.2% | +3.1% | -0.2% |
| 30D | -1.0% | -14.6% | +13.6% | +2.2% |
| 3M | +4.6% | -18.4% | +23.1% | +8.9% |
| 6M | +13.5% | -11.9% | +25.4% | +16.0% |
| YTD | +18.5% | -26.6% | +45.1% | +25.4% |
| 1Y | +22.9% | -28.5% | +51.4% | +30.1% |
| 3Y | +67.8% | -5.1% | +73.0% | +64.0% |
| 5Y | +81.8% | -10.5% | +92.3% | +72.1% |
| 10Y | +233.0% | +0.3% | +232.7% | +173.1% |
| All | +715.9% | +460.2% | +255.8% | +310.1% |
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 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