+26.4%
VZ vs WYNN
-12.8%
+39.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -1.2% | -3.4% | +2.2% | -1.1% |
| 30D | +5.7% | -15.4% | +21.1% | +6.1% |
| 3M | +8.2% | -15.8% | +24.0% | +8.7% |
| 6M | +1.7% | -13.5% | +15.2% | +2.0% |
| YTD | +28.9% | -26.0% | +54.8% | +29.7% |
| 1Y | +22.7% | -27.4% | +50.1% | +23.5% |
| 3Y | +82.7% | -3.7% | +86.4% | +80.9% |
| 5Y | +26.4% | -9.8% | +36.2% | +25.4% |
| All | +26.4% | -12.8% | +39.2% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling