-0.5%
UNH vs WYNN
-11.0%
+10.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -4.5% | -4.2% | -0.4% | -4.4% |
| 30D | -6.5% | -14.6% | +8.1% | -6.0% |
| 3M | -6.0% | -18.4% | +12.4% | -5.3% |
| 6M | +33.7% | -11.9% | +45.6% | +34.2% |
| YTD | +16.4% | -26.6% | +43.0% | +17.7% |
| 1Y | +10.1% | -28.5% | +38.6% | +11.3% |
| 3Y | -16.3% | -5.1% | -11.2% | -16.9% |
| All | -0.5% | -11.0% | +10.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling