+5.5%
WYNN vs VLTO
+25.1%
-19.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.8% |
| 7D | -1.4% | -2.6% | +1.2% | -0.4% |
| 30D | -11.8% | -2.5% | -9.3% | -11.0% |
| 3M | -15.8% | +10.1% | -25.9% | -19.4% |
| 6M | -10.7% | +1.0% | -11.7% | -11.5% |
| YTD | -24.5% | -4.8% | -19.7% | -23.4% |
| 1Y | -25.0% | -9.3% | -15.7% | -22.4% |
| All | +5.5% | +25.1% | -19.6% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling