+406.1%
VZ vs WYNN
+1,232.2%
-826.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +0.2% | +1.8% | -1.6% | +0.1% |
| 30D | +7.1% | -9.8% | +17.0% | +8.1% |
| 3M | +12.8% | -11.8% | +24.6% | +14.1% |
| 6M | +1.8% | -8.8% | +10.6% | +2.5% |
| YTD | +30.0% | -22.8% | +52.8% | +32.7% |
| 1Y | +24.3% | -24.1% | +48.4% | +26.8% |
| 3Y | +84.3% | +0.4% | +83.9% | +80.6% |
| 5Y | +25.9% | -8.7% | +34.6% | +21.8% |
| 10Y | +61.1% | +8.3% | +52.7% | +41.4% |
| All | +406.1% | +1,232.2% | -826.1% | +188.5% |
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