+146.4%
USFD vs WYNN
-4.3%
+150.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -8.0% | -3.4% | -4.6% | -7.5% |
| 30D | -13.1% | -15.4% | +2.3% | -10.8% |
| 3M | +6.5% | -15.8% | +22.3% | +9.3% |
| 6M | +5.7% | -13.5% | +19.2% | +8.0% |
| YTD | +27.5% | -26.0% | +53.5% | +33.0% |
| 1Y | +23.4% | -27.4% | +50.8% | +28.6% |
| All | +146.4% | -4.3% | +150.7% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling