+201.0%
URI vs WYNN
-12.8%
+213.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.1% |
| 7D | -0.5% | -3.4% | +2.9% | +0.9% |
| 30D | -13.4% | -15.4% | +2.1% | -7.5% |
| 3M | -6.2% | -15.8% | +9.6% | +0.1% |
| 6M | +28.0% | -13.5% | +41.5% | +34.5% |
| YTD | +23.0% | -26.0% | +48.9% | +37.4% |
| 1Y | +5.5% | -27.4% | +32.9% | +17.4% |
| 3Y | +119.2% | -3.7% | +122.9% | +110.8% |
| 5Y | +201.0% | -9.8% | +210.8% | +176.2% |
| All | +201.0% | -12.8% | +213.9% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling