-13.2%
UPST vs WYNN
-19.9%
+6.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | -8.8% | -4.2% | -4.6% | -6.1% |
| 30D | -12.1% | -14.6% | +2.6% | -2.4% |
| 3M | -19.5% | -18.4% | -1.1% | -8.3% |
| 6M | -6.8% | -11.9% | +5.1% | +0.5% |
| YTD | -41.5% | -26.6% | -14.9% | -28.4% |
| 1Y | -58.9% | -28.5% | -30.3% | -49.4% |
| 3Y | -15.2% | -5.1% | -10.0% | -17.2% |
| 5Y | -90.5% | -10.5% | -80.0% | -91.1% |
| All | -13.2% | -19.9% | +6.8% | -16.2% |
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 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