+33.6%
USB vs WYNN
-23.1%
+56.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +2.1% | +1.8% | +0.3% | +1.7% |
| 30D | -2.3% | -9.8% | +7.6% | -0.4% |
| 3M | +13.9% | -11.8% | +25.7% | +16.5% |
| 6M | +21.6% | -8.8% | +30.4% | +23.0% |
| YTD | +19.3% | -22.8% | +42.1% | +24.9% |
| 1Y | +33.6% | -24.1% | +57.7% | +39.3% |
| All | +33.6% | -23.1% | +56.6% | +39.3% |
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