-16.8%
UPST vs WYNN
-4.3%
-12.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.0% | -1.8% |
| 7D | -12.0% | -3.4% | -8.6% | -10.0% |
| 30D | -16.0% | -15.4% | -0.6% | -6.8% |
| 3M | -17.2% | -15.8% | -1.4% | -8.1% |
| 6M | -10.9% | -13.5% | +2.6% | -3.1% |
| YTD | -42.6% | -26.0% | -16.6% | -30.8% |
| 1Y | -59.8% | -27.4% | -32.4% | -51.6% |
| All | -16.8% | -4.3% | -12.5% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling