-4.3%
WYNN vs VT
+226.9%
-231.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -0.7% |
| 7D | -3.4% | -2.0% | -1.4% | -0.4% |
| 30D | -15.4% | -1.4% | -14.0% | -13.6% |
| 3M | -15.8% | +4.7% | -20.5% | -22.2% |
| 6M | -13.5% | +11.4% | -24.8% | -27.7% |
| YTD | -26.0% | +13.1% | -39.0% | -39.6% |
| 1Y | -27.4% | +19.0% | -46.4% | -45.5% |
| 3Y | -3.7% | +73.9% | -77.7% | -60.7% |
| 5Y | -9.8% | +65.4% | -75.1% | -58.6% |
| All | -4.3% | +226.9% | -231.2% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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