+95.0%
VCIT vs WYNN
+106.4%
-11.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -2.2% | -16.7% | +14.5% | -2.0% |
| 6M | -2.3% | -11.1% | +8.8% | -2.2% |
| YTD | -2.2% | -28.8% | +26.6% | -1.9% |
| 1Y | -1.4% | -30.2% | +28.8% | -1.0% |
| 3Y | +18.7% | +3.8% | +15.0% | +18.5% |
| 5Y | +3.6% | -6.2% | +9.8% | +3.2% |
| 10Y | +30.4% | +12.6% | +17.8% | +29.2% |
| All | +95.0% | +106.4% | -11.4% | +95.5% |
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