-31.5%
WYNN vs VICR
+76.0%
-107.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -11.1% | +17.2% | +6.3% |
| 7D | +15.4% | -26.6% | +42.0% | +16.2% |
| 30D | +6.8% | -47.9% | +54.7% | +8.6% |
| 3M | -15.4% | -29.8% | +14.4% | -15.1% |
| 6M | -20.0% | -36.6% | +16.7% | -20.8% |
| YTD | -31.0% | +45.1% | -76.2% | -36.9% |
| 1Y | -31.5% | +80.0% | -111.5% | -40.7% |
| All | -31.5% | +76.0% | -107.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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