-5.1%
WYNN vs UEC
+885.8%
-891.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | 0.0% |
| 7D | -4.2% | -9.4% | +5.3% | -2.8% |
| 30D | -14.6% | -8.0% | -6.6% | -13.9% |
| 3M | -18.4% | -1.7% | -16.7% | -18.8% |
| 6M | -11.9% | -26.1% | +14.2% | -9.9% |
| YTD | -26.6% | -10.5% | -16.1% | -27.9% |
| 1Y | -28.5% | -13.3% | -15.3% | -30.8% |
| 3Y | -5.1% | +116.4% | -121.5% | -26.7% |
| 5Y | -10.5% | +225.5% | -236.0% | -41.9% |
| All | -5.1% | +885.8% | -891.0% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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