-49.4%
UPST vs WYNN
-32.5%
-17.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.1% | +3.4% | +5.8% |
| 7D | -3.1% | +15.4% | -18.6% | -11.2% |
| 30D | -4.0% | +6.8% | -10.7% | -7.7% |
| 3M | -22.9% | -15.4% | -7.5% | -15.0% |
| 6M | -27.1% | -20.0% | -7.2% | -17.4% |
| YTD | -46.5% | -31.0% | -15.5% | -33.9% |
| 1Y | -49.4% | -31.5% | -18.0% | -39.3% |
| All | -49.4% | -32.5% | -17.0% | -39.3% |
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