-49.8%
USAR vs WYNN
-32.5%
-17.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.1% | -11.9% | -8.8% |
| 7D | -21.8% | +15.4% | -37.2% | -28.0% |
| 30D | -39.9% | +6.8% | -46.7% | -42.1% |
| 3M | -52.5% | -15.4% | -37.1% | -47.3% |
| 6M | -67.9% | -20.0% | -48.0% | -63.4% |
| YTD | -31.1% | -31.0% | -0.1% | -19.7% |
| 1Y | -49.8% | -31.5% | -18.4% | -47.1% |
| All | -49.8% | -32.5% | -17.4% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling