+106.2%
UAL vs WYNN
+1.1%
+105.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.6% |
| 7D | -1.4% | -4.2% | +2.8% | +1.1% |
| 30D | -12.2% | -14.6% | +2.4% | -3.5% |
| 3M | -2.5% | -18.4% | +15.9% | +9.6% |
| 6M | +21.1% | -11.9% | +33.0% | +30.7% |
| YTD | -1.8% | -26.6% | +24.8% | +18.0% |
| 1Y | +0.4% | -28.5% | +29.0% | +21.4% |
| 3Y | +130.3% | -5.1% | +135.4% | +128.0% |
| 5Y | +147.7% | -10.5% | +158.2% | +134.6% |
| All | +106.2% | +1.1% | +105.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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