+98.0%
VCIT vs WYNN
+122.1%
-24.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | -3.9% | +3.6% | -0.3% |
| 30D | -0.8% | -9.3% | +8.5% | -0.7% |
| 3M | -1.0% | -11.4% | +10.4% | -0.9% |
| 6M | -1.8% | -11.0% | +9.1% | -1.7% |
| YTD | -0.7% | -23.4% | +22.7% | -0.4% |
| 1Y | +1.0% | -24.8% | +25.8% | +1.2% |
| 3Y | +18.8% | -7.1% | +26.0% | +18.7% |
| 5Y | +3.5% | -5.4% | +8.9% | +3.0% |
| 10Y | +29.2% | +11.5% | +17.7% | +27.8% |
| All | +98.0% | +122.1% | -24.2% | +98.3% |
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