-5.1%
WYNN vs SBAC
+87.1%
-92.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | -4.2% | -2.1% | -2.1% | -3.8% |
| 30D | -14.6% | +2.0% | -16.6% | -15.0% |
| 3M | -18.4% | -8.3% | -10.1% | -17.1% |
| 6M | -11.9% | +0.3% | -12.2% | -12.7% |
| YTD | -26.6% | -2.2% | -24.4% | -27.0% |
| 1Y | -28.5% | -4.6% | -23.9% | -28.6% |
| 3Y | -5.1% | -8.3% | +3.2% | -6.3% |
| 5Y | -10.5% | -42.8% | +32.3% | -1.7% |
| All | -5.1% | +87.1% | -92.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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