-8.2%
VFC vs WYNN
-26.4%
+18.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | -3.9% | +2.3% | +0.5% |
| 30D | -11.6% | -9.3% | -2.4% | -6.9% |
| 3M | -18.1% | -11.4% | -6.7% | -12.5% |
| 6M | -27.4% | -11.0% | -16.4% | -22.6% |
| YTD | -24.8% | -23.4% | -1.4% | -13.8% |
| 1Y | -8.2% | -24.8% | +16.6% | +4.3% |
| All | -8.2% | -26.4% | +18.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling