+23.6%
SYY vs WYNN
-11.0%
+34.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +3.9% | -4.2% | +8.1% | +4.7% |
| 30D | -1.7% | -14.6% | +12.9% | +1.0% |
| 3M | +5.2% | -18.4% | +23.6% | +8.9% |
| 6M | -0.2% | -11.9% | +11.7% | +1.7% |
| YTD | +15.4% | -26.6% | +42.0% | +21.2% |
| 1Y | +5.6% | -28.5% | +34.1% | +11.0% |
| 3Y | +28.9% | -5.1% | +34.0% | +25.0% |
| All | +23.6% | -11.0% | +34.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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