-12.1%
UPST vs WYNN
-17.6%
+5.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -2.6% |
| 7D | -8.1% | -1.4% | -6.7% | -7.2% |
| 30D | -14.3% | -11.8% | -2.5% | -7.0% |
| 3M | -16.6% | -15.8% | -0.8% | -6.9% |
| 6M | -7.3% | -10.7% | +3.4% | -0.9% |
| YTD | -40.8% | -24.5% | -16.3% | -28.9% |
| 1Y | -62.4% | -25.0% | -37.4% | -55.3% |
| 3Y | -15.3% | -1.8% | -13.6% | -19.3% |
| 5Y | -91.1% | -10.0% | -81.0% | -91.7% |
| All | -12.1% | -17.6% | +5.5% | -16.8% |
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