+225.7%
VIK vs WYNN
-1.8%
+227.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -0.9% | -4.2% | +3.3% | +1.1% |
| 30D | -18.4% | -14.6% | -3.8% | -12.1% |
| 3M | -8.8% | -18.4% | +9.6% | +0.2% |
| 6M | +17.1% | -11.9% | +29.1% | +24.5% |
| YTD | +19.0% | -26.6% | +45.6% | +36.4% |
| 1Y | +30.1% | -28.5% | +58.7% | +49.3% |
| All | +225.7% | -1.8% | +227.6% | +209.6% |
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