-5.1%
WYNN vs VCLT
+11.4%
-16.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -4.2% | -1.4% | -2.8% | -3.4% |
| 30D | -14.6% | -1.2% | -13.4% | -14.0% |
| 3M | -18.4% | -4.8% | -13.6% | -15.9% |
| 6M | -11.9% | -2.6% | -9.3% | -10.4% |
| YTD | -26.6% | -3.3% | -23.2% | -25.0% |
| 1Y | -28.5% | -4.8% | -23.7% | -26.4% |
| 3Y | -5.1% | +11.5% | -16.6% | -9.4% |
| All | -5.1% | +11.4% | -16.5% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling