+32.6%
USB vs WYNN
-30.6%
+63.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | +12.4% | -10.9% | -1.3% |
| 30D | +6.4% | +16.2% | -9.7% | +2.6% |
| 3M | -4.5% | -14.6% | +10.1% | -1.7% |
| 6M | +11.4% | -14.3% | +25.7% | +14.3% |
| YTD | +17.1% | -26.9% | +44.0% | +25.1% |
| 1Y | +32.6% | -31.6% | +64.2% | +43.5% |
| All | +32.6% | -30.6% | +63.2% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling