+55.6%
VFC vs WYNN
-32.5%
+88.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.1% | -1.6% | +1.0% |
| 7D | +21.5% | +15.4% | +6.1% | +12.2% |
| 30D | +46.7% | +6.8% | +39.9% | +41.0% |
| 3M | +38.4% | -15.4% | +53.8% | +51.7% |
| 6M | +15.2% | -20.0% | +35.2% | +30.8% |
| YTD | +17.8% | -31.0% | +48.9% | +46.4% |
| 1Y | +55.6% | -31.5% | +87.0% | +90.8% |
| All | +55.6% | -32.5% | +88.0% | +90.8% |
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