+41.2%
USB vs WYNN
-5.7%
+46.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -3.9% | +5.3% | +2.5% |
| 30D | -1.3% | -9.3% | +8.0% | +1.1% |
| 3M | +15.2% | -11.4% | +26.7% | +18.6% |
| 6M | +18.8% | -11.0% | +29.8% | +21.7% |
| YTD | +21.0% | -23.4% | +44.4% | +28.7% |
| 1Y | +34.0% | -24.8% | +58.8% | +42.4% |
| 3Y | +95.3% | -7.1% | +102.4% | +90.7% |
| All | +41.2% | -5.7% | +46.9% | +34.4% |
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 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