+80.1%
VZ vs WYNN
-4.3%
+84.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -1.2% | -3.4% | +2.2% | -1.2% |
| 30D | +5.7% | -15.4% | +21.1% | +5.8% |
| 3M | +8.2% | -15.8% | +24.0% | +8.3% |
| 6M | +1.7% | -13.5% | +15.2% | +1.8% |
| YTD | +28.9% | -26.0% | +54.8% | +29.0% |
| 1Y | +22.7% | -27.4% | +50.1% | +22.8% |
| All | +80.1% | -4.3% | +84.3% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling