+79.8%
USB vs WYNN
+10.5%
+69.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | +1.2% | +4.7% | -3.5% | -0.2% |
| 30D | +6.3% | +9.7% | -3.4% | +3.3% |
| 3M | -6.1% | -19.2% | +13.1% | -0.5% |
| 6M | +13.0% | -14.2% | +27.2% | +17.2% |
| YTD | +16.6% | -30.5% | +47.1% | +27.9% |
| 1Y | +31.1% | -33.0% | +64.1% | +45.2% |
| 3Y | +100.9% | +0.1% | +100.8% | +92.5% |
| 5Y | +24.5% | -8.4% | +33.0% | +17.4% |
| All | +79.8% | +10.5% | +69.2% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling