+49.8%
USFD vs WYNN
-32.5%
+82.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.1% | +2.4% | +7.4% |
| 7D | +7.8% | +15.4% | -7.6% | +5.6% |
| 30D | +16.2% | +6.8% | +9.4% | +14.8% |
| 3M | +11.0% | -15.4% | +26.4% | +12.9% |
| 6M | +20.7% | -20.0% | +40.7% | +23.5% |
| YTD | +46.0% | -31.0% | +77.0% | +50.8% |
| 1Y | +49.8% | -31.5% | +81.3% | +52.3% |
| All | +49.8% | -32.5% | +82.2% | +52.3% |
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