+3.4%
WYNN vs VLTO
+23.4%
-20.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -3.4% | -4.5% | +1.1% | -1.7% |
| 30D | -15.4% | -4.6% | -10.8% | -13.9% |
| 3M | -15.8% | +13.3% | -29.1% | -20.4% |
| 6M | -13.5% | +2.1% | -15.6% | -14.7% |
| YTD | -26.0% | -6.1% | -19.9% | -24.6% |
| 1Y | -27.4% | -11.4% | -16.0% | -24.1% |
| All | +3.4% | +23.4% | -20.0% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling