+520.8%
UL vs WYNN
+1,166.9%
-646.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -3.4% | -4.2% | +0.8% | -2.9% |
| 30D | +0.5% | -14.6% | +15.1% | +2.2% |
| 3M | +7.2% | -18.4% | +25.6% | +9.6% |
| 6M | -3.1% | -11.9% | +8.9% | -1.9% |
| YTD | -2.7% | -26.6% | +23.9% | +0.4% |
| 1Y | -10.2% | -28.5% | +18.3% | -7.4% |
| 3Y | +20.3% | -5.1% | +25.4% | +18.5% |
| 5Y | +19.9% | -10.5% | +30.4% | +16.1% |
| 10Y | +66.5% | +0.3% | +66.2% | +46.8% |
| All | +520.8% | +1,166.9% | -646.1% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling