+2.5%
WYNN vs VLTO
+24.3%
-21.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -4.2% | -2.3% | -1.9% | -3.3% |
| 30D | -14.6% | -2.7% | -12.0% | -13.8% |
| 3M | -18.4% | +14.0% | -32.4% | -23.1% |
| 6M | -11.9% | +3.3% | -15.2% | -13.6% |
| YTD | -26.6% | -5.4% | -21.2% | -25.4% |
| 1Y | -28.5% | -13.3% | -15.2% | -24.5% |
| All | +2.5% | +24.3% | -21.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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