+64.4%
UL vs WYNN
+1.1%
+63.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -3.4% | -4.2% | +0.8% | -3.0% |
| 30D | +0.5% | -14.6% | +15.1% | +1.9% |
| 3M | +7.2% | -18.4% | +25.6% | +9.1% |
| 6M | -3.1% | -11.9% | +8.9% | -2.1% |
| YTD | -2.7% | -26.6% | +23.9% | -0.3% |
| 1Y | -10.2% | -28.5% | +18.3% | -8.0% |
| 3Y | +20.3% | -5.1% | +25.4% | +18.9% |
| 5Y | +19.9% | -10.5% | +30.4% | +16.6% |
| All | +64.4% | +1.1% | +63.2% | +46.7% |
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 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