+1,176.3%
WYNN vs UDR
+615.4%
+560.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -3.4% | -3.4% | 0.0% | -1.4% |
| 30D | -15.4% | -5.4% | -10.0% | -12.5% |
| 3M | -15.8% | -10.0% | -5.8% | -10.7% |
| 6M | -13.5% | -2.5% | -11.0% | -12.9% |
| YTD | -26.0% | -1.1% | -24.9% | -26.2% |
| 1Y | -27.4% | -3.9% | -23.5% | -26.6% |
| 3Y | -3.7% | +3.4% | -7.2% | -9.5% |
| 5Y | -9.8% | -18.9% | +9.1% | -3.9% |
| 10Y | +1.1% | +46.8% | -45.7% | -27.4% |
| All | +1,176.3% | +615.4% | +560.9% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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