-78.3%
VXX vs WYNN
-5.1%
-73.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.9% |
| 7D | +2.0% | -4.2% | +6.2% | -1.3% |
| 30D | -7.1% | -14.6% | +7.5% | -18.0% |
| 3M | -28.6% | -18.4% | -10.2% | -39.3% |
| 6M | -44.0% | -11.9% | -32.1% | -48.2% |
| YTD | -31.7% | -26.6% | -5.1% | -44.6% |
| 1Y | -46.3% | -28.5% | -17.8% | -56.6% |
| 3Y | -78.3% | -5.1% | -73.1% | -69.4% |
| All | -78.3% | -5.1% | -73.2% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling