-100.0%
VIVK vs WYNN
+174.9%
-274.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.4% |
| 7D | -4.4% | -4.2% | -0.2% | -4.4% |
| 30D | -40.8% | -14.6% | -26.2% | -41.0% |
| 3M | -94.1% | -18.4% | -75.7% | -94.2% |
| 6M | -98.2% | -11.9% | -86.3% | -98.2% |
| YTD | -98.0% | -26.6% | -71.4% | -98.0% |
| 1Y | -100.0% | -28.5% | -71.4% | -100.0% |
| 3Y | -100.0% | -5.1% | -94.9% | -100.0% |
| 5Y | -100.0% | -10.5% | -89.5% | -100.0% |
| 10Y | -100.0% | +0.3% | -100.3% | -100.0% |
| All | -100.0% | +174.9% | -274.9% | -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 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