+313.8%
USFD vs WYNN
+7.0%
+306.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.2% |
| 7D | -3.3% | +1.8% | -5.1% | -4.1% |
| 30D | -5.3% | -9.8% | +4.5% | -1.4% |
| 3M | +18.8% | -11.8% | +30.6% | +24.5% |
| 6M | +14.3% | -8.8% | +23.1% | +17.7% |
| YTD | +36.9% | -22.8% | +59.7% | +49.4% |
| 1Y | +31.7% | -24.1% | +55.8% | +43.4% |
| 3Y | +164.5% | +0.4% | +164.1% | +141.7% |
| 5Y | +212.6% | -8.7% | +221.2% | +177.5% |
| 10Y | +329.7% | +8.3% | +321.4% | +223.1% |
| All | +313.8% | +7.0% | +306.8% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling