-5.1%
WYNN vs VIG
+250.0%
-255.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.8% |
| 7D | -4.2% | -1.1% | -3.1% | -2.8% |
| 30D | -14.6% | -2.7% | -11.9% | -11.3% |
| 3M | -18.4% | +2.5% | -21.0% | -21.4% |
| 6M | -11.9% | +9.2% | -21.1% | -22.3% |
| YTD | -26.6% | +9.8% | -36.4% | -35.5% |
| 1Y | -28.5% | +12.4% | -40.9% | -39.3% |
| 3Y | -5.1% | +55.9% | -61.0% | -49.0% |
| 5Y | -10.5% | +63.9% | -74.4% | -54.5% |
| All | -5.1% | +250.0% | -255.2% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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