+305.5%
USFD vs WYNN
+1.1%
+304.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -8.4% | -4.2% | -4.2% | -6.7% |
| 30D | -14.1% | -14.6% | +0.6% | -8.3% |
| 3M | +4.5% | -18.4% | +22.9% | +13.3% |
| 6M | +4.4% | -11.9% | +16.3% | +9.2% |
| YTD | +26.6% | -26.6% | +53.2% | +41.4% |
| 1Y | +19.4% | -28.5% | +47.9% | +33.5% |
| 3Y | +144.6% | -5.1% | +149.7% | +128.3% |
| 5Y | +194.5% | -10.5% | +205.0% | +162.2% |
| All | +305.5% | +1.1% | +304.4% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling