+1,186.3%
URI vs WYNN
+1.1%
+1,185.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.1% | -4.2% | +2.1% | -0.2% |
| 30D | -12.4% | -14.6% | +2.2% | -6.3% |
| 3M | -7.3% | -18.4% | +11.1% | +0.9% |
| 6M | +27.2% | -11.9% | +39.1% | +33.3% |
| YTD | +23.0% | -26.6% | +49.5% | +39.3% |
| 1Y | +3.9% | -28.5% | +32.5% | +17.6% |
| 3Y | +121.6% | -5.1% | +126.8% | +115.0% |
| 5Y | +201.1% | -10.5% | +211.6% | +181.0% |
| All | +1,186.3% | +1.1% | +1,185.1% | +972.9% |
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