+75.5%
UMC vs WYNN
-34.2%
+109.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.7% | -13.0% | -16.2% |
| 7D | -25.8% | +6.9% | -32.7% | -26.0% |
| 30D | -42.3% | +3.5% | -45.8% | -42.2% |
| 3M | -30.6% | -21.4% | -9.2% | -27.2% |
| 6M | -2.8% | -25.0% | +22.1% | +2.9% |
| YTD | +73.2% | -33.6% | +106.8% | +81.1% |
| 1Y | +75.5% | -36.0% | +111.5% | +84.8% |
| All | +75.5% | -34.2% | +109.7% | +84.8% |
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 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