-50.2%
WYNN vs USFR
+27.7%
-77.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -14.6% | +0.4% | -15.0% | -15.0% |
| 3M | -18.4% | +1.0% | -19.4% | -19.5% |
| 6M | -11.9% | +2.0% | -13.9% | -14.2% |
| YTD | -26.6% | +2.8% | -29.3% | -29.2% |
| 1Y | -28.5% | +4.1% | -32.6% | -32.2% |
| 3Y | -5.1% | +14.1% | -19.3% | -20.2% |
| 5Y | -10.5% | +20.6% | -31.1% | -29.7% |
| 10Y | +0.3% | +28.1% | -27.9% | -26.5% |
| All | -50.2% | +27.7% | -77.9% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling