+66.8%
WYNN vs VT
+357.8%
-291.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.9% |
| 7D | +4.7% | +2.9% | +1.8% | +0.4% |
| 30D | +9.7% | -2.5% | +12.2% | +13.7% |
| 3M | -19.2% | -3.3% | -15.8% | -15.3% |
| 6M | -14.2% | +1.5% | -15.7% | -17.1% |
| YTD | -30.5% | +11.4% | -41.9% | -41.4% |
| 1Y | -33.0% | +11.9% | -44.9% | -43.9% |
| 3Y | +0.1% | +73.9% | -73.7% | -56.2% |
| 5Y | -8.4% | +57.9% | -66.3% | -52.3% |
| 10Y | +9.9% | +222.6% | -212.7% | -77.2% |
| All | +66.8% | +357.8% | -291.1% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling