+1,938.3%
UNH vs WYNN
+1,166.9%
+771.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -4.5% | -4.2% | -0.4% | -3.9% |
| 30D | -6.5% | -14.6% | +8.1% | -4.1% |
| 3M | -6.0% | -18.4% | +12.4% | -3.0% |
| 6M | +33.7% | -11.9% | +45.6% | +35.9% |
| YTD | +16.4% | -26.6% | +43.0% | +21.6% |
| 1Y | +10.1% | -28.5% | +38.6% | +15.0% |
| 3Y | -16.3% | -5.1% | -11.2% | -18.5% |
| 5Y | +2.1% | -10.5% | +12.6% | -3.6% |
| 10Y | +233.1% | +0.3% | +232.8% | +176.3% |
| All | +1,938.3% | +1,166.9% | +771.5% | +933.2% |
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