+26.4%
USB vs WYNN
-5.7%
+32.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.4% |
| 7D | +0.8% | +11.6% | -10.9% | -2.2% |
| 30D | +6.8% | +15.4% | -8.6% | +2.6% |
| 3M | -3.8% | -15.2% | +11.5% | +0.2% |
| 6M | +11.7% | -14.9% | +26.7% | +15.8% |
| YTD | +17.5% | -27.4% | +44.9% | +26.7% |
| 1Y | +33.8% | -30.6% | +64.4% | +45.8% |
| 3Y | +104.2% | -1.4% | +105.6% | +96.0% |
| 5Y | +26.4% | -4.5% | +31.0% | +22.8% |
| All | +26.4% | -5.7% | +32.1% | +22.8% |
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