+49.7%
USHY vs WYNN
-33.5%
+83.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | -4.2% | +3.5% | -0.4% |
| 30D | -0.7% | -14.6% | +13.9% | +0.5% |
| 3M | +0.1% | -18.4% | +18.5% | +1.5% |
| 6M | +1.8% | -11.9% | +13.7% | +2.6% |
| YTD | +1.8% | -26.6% | +28.4% | +3.9% |
| 1Y | +3.3% | -28.5% | +31.8% | +5.4% |
| 3Y | +27.0% | -5.1% | +32.1% | +25.6% |
| 5Y | +21.0% | -10.5% | +31.5% | +18.2% |
| All | +49.7% | -33.5% | +83.2% | +41.2% |
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 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