-68.5%
VFC vs WYNN
+1.1%
-69.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.7% |
| 7D | -1.4% | -4.2% | +2.8% | +0.2% |
| 30D | -9.0% | -14.6% | +5.6% | -3.3% |
| 3M | -24.2% | -18.4% | -5.8% | -18.2% |
| 6M | -18.5% | -11.9% | -6.6% | -14.6% |
| YTD | -25.9% | -26.6% | +0.7% | -16.9% |
| 1Y | -13.0% | -28.5% | +15.5% | -1.7% |
| 3Y | -20.3% | -5.1% | -15.2% | -18.7% |
| 5Y | -78.1% | -10.5% | -67.6% | -78.2% |
| All | -68.5% | +1.1% | -69.7% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling