+117.2%
WYNN vs VCLT
+100.6%
+16.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -4.2% | -1.4% | -2.8% | -3.8% |
| 30D | -14.6% | -1.2% | -13.4% | -14.3% |
| 3M | -18.4% | -4.8% | -13.6% | -17.3% |
| 6M | -11.9% | -2.6% | -9.3% | -11.2% |
| YTD | -26.6% | -3.3% | -23.2% | -25.8% |
| 1Y | -28.5% | -4.8% | -23.7% | -27.5% |
| 3Y | -5.1% | +11.5% | -16.6% | -7.6% |
| 5Y | -10.5% | -17.0% | +6.5% | -8.5% |
| 10Y | +0.3% | +16.7% | -16.5% | +3.8% |
| All | +117.2% | +100.6% | +16.5% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling