+64.9%
VZ vs WYNN
+1.1%
+63.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +0.9% | -4.2% | +5.1% | +1.1% |
| 30D | +7.7% | -14.6% | +22.3% | +8.5% |
| 3M | +9.7% | -18.4% | +28.1% | +10.6% |
| 6M | +3.1% | -11.9% | +15.0% | +3.6% |
| YTD | +30.5% | -26.6% | +57.1% | +32.1% |
| 1Y | +22.5% | -28.5% | +51.0% | +23.9% |
| 3Y | +82.4% | -5.1% | +87.5% | +80.8% |
| 5Y | +28.0% | -10.5% | +38.5% | +26.2% |
| All | +64.9% | +1.1% | +63.7% | +55.2% |
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