-100.0%
VIVK vs WYNN
-34.2%
-65.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -3.7% | -19.6% | -22.7% |
| 7D | -75.3% | +6.9% | -82.2% | -75.8% |
| 30D | -92.3% | +3.5% | -95.8% | -92.3% |
| 3M | -98.3% | -21.4% | -76.9% | -98.1% |
| 6M | -99.9% | -25.0% | -75.0% | -99.9% |
| YTD | -99.9% | -33.6% | -66.3% | -99.9% |
| 1Y | -100.0% | -36.0% | -63.9% | -100.0% |
| All | -100.0% | -34.2% | -65.8% | -100.0% |
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