+2,939.8%
UNP vs WYNN
+1,177.3%
+1,762.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -1.2% | -3.4% | +2.3% | -0.4% |
| 30D | -2.0% | -15.4% | +13.4% | +1.9% |
| 3M | +7.5% | -15.8% | +23.3% | +11.7% |
| 6M | +15.3% | -13.5% | +28.8% | +18.7% |
| YTD | +25.4% | -26.0% | +51.4% | +33.6% |
| 1Y | +35.6% | -27.4% | +63.0% | +44.2% |
| 3Y | +44.1% | -3.7% | +47.9% | +39.8% |
| 5Y | +54.0% | -9.8% | +63.7% | +43.9% |
| 10Y | +283.9% | +1.1% | +282.8% | +205.5% |
| All | +2,939.8% | +1,177.3% | +1,762.5% | +1,421.5% |
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 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