-19.5%
WYNN vs SFM
+106.3%
-125.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -3.4% | -8.8% | +5.3% | -2.6% |
| 30D | -15.4% | -14.5% | -1.0% | -14.1% |
| 3M | -15.8% | -16.8% | +1.0% | -14.4% |
| 6M | -13.5% | -5.3% | -8.1% | -13.5% |
| YTD | -26.0% | -9.4% | -16.6% | -25.8% |
| 1Y | -27.4% | -46.2% | +18.8% | -23.5% |
| 3Y | -3.7% | +81.3% | -85.0% | -12.5% |
| 5Y | -9.8% | +211.9% | -221.6% | -24.3% |
| 10Y | +1.1% | +268.4% | -267.3% | -22.1% |
| All | -19.5% | +106.3% | -125.8% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling