+123.3%
UAL vs WYNN
-4.3%
+127.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.7% |
| 7D | -2.0% | -3.4% | +1.4% | +0.2% |
| 30D | -15.7% | -15.4% | -0.3% | -6.2% |
| 3M | +3.6% | -15.8% | +19.4% | +15.2% |
| 6M | +16.9% | -13.5% | +30.4% | +28.1% |
| YTD | -4.8% | -26.0% | +21.2% | +14.7% |
| 1Y | -0.9% | -27.4% | +26.4% | +19.4% |
| All | +123.3% | -4.3% | +127.6% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling