+1,231.5%
VUG vs WYNN
+464.8%
+766.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -1.9% | -3.4% | +1.6% | -1.2% |
| 30D | -1.6% | -15.4% | +13.9% | +1.9% |
| 3M | +4.4% | -15.8% | +20.2% | +8.0% |
| 6M | +13.2% | -13.5% | +26.7% | +16.3% |
| YTD | +7.5% | -26.0% | +33.5% | +13.8% |
| 1Y | +12.5% | -27.4% | +39.9% | +19.0% |
| 3Y | +86.0% | -3.7% | +89.7% | +81.8% |
| 5Y | +76.5% | -9.8% | +86.2% | +69.0% |
| 10Y | +417.7% | +1.1% | +416.6% | +332.1% |
| All | +1,231.5% | +464.8% | +766.7% | +604.7% |
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