+207.2%
UMC vs WYNN
-26.4%
+233.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | -3.9% | +8.9% | +5.5% |
| 30D | +7.7% | -9.3% | +17.0% | +9.1% |
| 3M | +1.7% | -11.4% | +13.1% | +3.5% |
| 6M | +113.9% | -11.0% | +124.9% | +117.2% |
| YTD | +168.9% | -23.4% | +192.3% | +172.5% |
| 1Y | +207.2% | -24.8% | +232.0% | +214.9% |
| All | +207.2% | -26.4% | +233.6% | +214.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling