-12.2%
WYNN vs USFR
+20.6%
-32.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.5% |
| 30D | -14.6% | +0.4% | -15.0% | -15.4% |
| 3M | -18.4% | +1.0% | -19.4% | -20.6% |
| 6M | -11.9% | +2.0% | -13.9% | -16.4% |
| YTD | -26.6% | +2.8% | -29.3% | -32.0% |
| 1Y | -28.5% | +4.1% | -32.6% | -36.7% |
| 3Y | -5.1% | +14.1% | -19.3% | -34.9% |
| All | -12.2% | +20.6% | -32.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling