+7.8%
WYNN vs VLTO
+26.2%
-18.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.1% |
| 7D | +1.8% | -1.6% | +3.4% | +2.4% |
| 30D | -9.8% | -2.9% | -7.0% | -8.9% |
| 3M | -11.8% | +12.7% | -24.5% | -16.4% |
| 6M | -8.8% | +1.6% | -10.4% | -9.8% |
| YTD | -22.8% | -4.0% | -18.8% | -22.0% |
| 1Y | -24.1% | -10.2% | -14.0% | -21.1% |
| All | +7.8% | +26.2% | -18.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling