-95.7%
VXX vs WYNN
-11.0%
-84.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.8% |
| 7D | +2.0% | -4.2% | +6.2% | -0.7% |
| 30D | -7.1% | -14.6% | +7.5% | -15.9% |
| 3M | -28.6% | -18.4% | -10.2% | -37.2% |
| 6M | -44.0% | -11.9% | -32.1% | -47.3% |
| YTD | -31.7% | -26.6% | -5.1% | -41.8% |
| 1Y | -46.3% | -28.5% | -17.8% | -54.3% |
| 3Y | -78.3% | -5.1% | -73.1% | -73.2% |
| All | -95.7% | -11.0% | -84.7% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling