+6.0%
VWO vs WYNN
-32.5%
+38.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +0.6% |
| 7D | -1.3% | +15.4% | -16.7% | -3.9% |
| 30D | -7.1% | +6.8% | -13.9% | -8.3% |
| 3M | -6.1% | -15.4% | +9.3% | -3.0% |
| 6M | -3.9% | -20.0% | +16.1% | +0.3% |
| YTD | +5.0% | -31.0% | +36.1% | +11.4% |
| 1Y | +6.0% | -31.5% | +37.4% | +11.9% |
| All | +6.0% | -32.5% | +38.4% | +11.9% |
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