We investigate experimentally the statistical properties of a wind-generated wave field and the spontaneous formation of rogue waves in an annular flume. Unlike many experiments on rogue waves where waves are mechanically generated, here the wave field is forced naturally by wind as it is in the ocean. What is unique about the present experiment is that the annular geometry of the tank makes waves propagating circularly in an unlimited-fetch condition. Within this peculiar framework, we discuss the temporal evolution of the statistical properties of the surface elevation. We show that rogue waves and heavy-tail statistics may develop naturally during the growth of the waves just before the wave height reaches a stationary condition. Our results shed new light on the formation of rogue waves in a natural environment.