-5.1%
WYNN vs VICR
+1,679.8%
-1,684.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -12.0% | -2.8% |
| 7D | -4.2% | +5.0% | -9.2% | -5.2% |
| 30D | -14.6% | -12.5% | -2.1% | -13.0% |
| 3M | -18.4% | -33.6% | +15.2% | -14.3% |
| 6M | -11.9% | +10.7% | -22.6% | -19.0% |
| YTD | -26.6% | +80.6% | -107.2% | -40.0% |
| 1Y | -28.5% | +288.4% | -316.9% | -51.4% |
| 3Y | -5.1% | +213.8% | -218.9% | -38.3% |
| 5Y | -10.5% | +58.8% | -69.3% | -38.2% |
| All | -5.1% | +1,679.8% | -1,684.9% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling