-5.1%
WYNN vs SFM
+271.4%
-276.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.2% | -10.6% | +6.4% | -3.5% |
| 30D | -14.6% | -15.5% | +0.8% | -13.7% |
| 3M | -18.4% | -17.4% | -1.0% | -17.5% |
| 6M | -11.9% | -3.4% | -8.5% | -12.1% |
| YTD | -26.6% | -8.7% | -17.9% | -26.5% |
| 1Y | -28.5% | -47.2% | +18.6% | -25.8% |
| 3Y | -5.1% | +82.7% | -87.8% | -10.4% |
| 5Y | -10.5% | +214.3% | -224.8% | -19.2% |
| All | -5.1% | +271.4% | -276.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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