+4.1%
VCIT vs WYNN
-6.8%
+10.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -0.2% |
| 7D | -1.4% | +2.3% | -3.8% | -1.5% |
| 30D | +0.6% | +15.4% | -14.8% | +0.2% |
| 3M | -2.2% | -16.7% | +14.5% | -1.9% |
| 6M | -2.3% | -11.1% | +8.8% | -2.1% |
| YTD | -2.2% | -28.8% | +26.6% | -1.6% |
| 1Y | -1.4% | -30.2% | +28.8% | -0.7% |
| 3Y | +18.7% | +3.8% | +15.0% | +18.1% |
| All | +4.1% | -6.8% | +10.9% | +1.9% |
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