+414.3%
VUG vs WYNN
+1.1%
+413.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.5% | -4.2% | +3.7% | +0.4% |
| 30D | -1.0% | -14.6% | +13.7% | +2.5% |
| 3M | +3.5% | -18.4% | +21.9% | +8.0% |
| 6M | +14.2% | -11.9% | +26.1% | +16.9% |
| YTD | +8.5% | -26.6% | +35.1% | +15.3% |
| 1Y | +12.9% | -28.5% | +41.4% | +20.1% |
| 3Y | +85.6% | -5.1% | +90.8% | +81.4% |
| 5Y | +78.1% | -10.5% | +88.6% | +69.3% |
| All | +414.3% | +1.1% | +413.2% | +344.5% |
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