+5.2%
VUG vs WYNN
-32.5%
+37.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.5% | +0.7% |
| 7D | -3.0% | +15.4% | -18.4% | -5.1% |
| 30D | -6.4% | +6.8% | -13.2% | -7.3% |
| 3M | -3.2% | -15.4% | +12.2% | -0.5% |
| 6M | +3.1% | -20.0% | +23.1% | +7.0% |
| YTD | +6.3% | -31.0% | +37.3% | +12.5% |
| 1Y | +5.2% | -31.5% | +36.7% | +10.8% |
| All | +5.2% | -32.5% | +37.6% | +10.8% |
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 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