+1,842.6%
UMC vs WYNN
+1.1%
+1,841.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +9.0% | -4.2% | +13.2% | +10.1% |
| 30D | +17.2% | -14.6% | +31.9% | +21.6% |
| 3M | +11.4% | -18.4% | +29.8% | +16.5% |
| 6M | +137.5% | -11.9% | +149.4% | +143.9% |
| YTD | +193.1% | -26.6% | +219.7% | +212.5% |
| 1Y | +240.3% | -28.5% | +268.8% | +263.2% |
| 3Y | +262.2% | -5.1% | +267.3% | +253.3% |
| 5Y | +143.1% | -10.5% | +153.6% | +131.0% |
| All | +1,842.6% | +1.1% | +1,841.4% | +1,646.6% |
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