-100.0%
UVXY vs WYNN
+1.1%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -7.6% |
| 7D | +2.8% | -4.2% | +7.0% | -1.5% |
| 30D | -11.4% | -14.6% | +3.3% | -24.7% |
| 3M | -41.5% | -18.4% | -23.1% | -52.5% |
| 6M | -61.0% | -11.9% | -49.1% | -64.6% |
| YTD | -49.8% | -26.6% | -23.3% | -60.9% |
| 1Y | -66.4% | -28.5% | -37.9% | -73.9% |
| 3Y | -94.8% | -5.1% | -89.6% | -92.4% |
| 5Y | -99.7% | -10.5% | -89.2% | -99.4% |
| All | -100.0% | +1.1% | -101.1% | -100.0% |
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