-36.0%
WYNN vs VCLT
-3.5%
-32.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +6.9% | +0.3% | +6.6% | +6.5% |
| 30D | +3.5% | +3.6% | -0.1% | +0.2% |
| 3M | -21.4% | -1.9% | -19.5% | -20.0% |
| 6M | -25.0% | -3.2% | -21.8% | -22.6% |
| YTD | -33.6% | -3.1% | -30.5% | -31.5% |
| 1Y | -36.0% | -3.1% | -33.0% | -34.1% |
| All | -36.0% | -3.5% | -32.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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