-5.1%
WYNN vs UEC
+122.3%
-127.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.4% |
| 7D | -4.2% | -9.4% | +5.3% | -3.5% |
| 30D | -14.6% | -8.0% | -6.6% | -14.3% |
| 3M | -18.4% | -1.7% | -16.7% | -18.6% |
| 6M | -11.9% | -26.1% | +14.2% | -11.1% |
| YTD | -26.6% | -10.5% | -16.1% | -27.1% |
| 1Y | -28.5% | -13.3% | -15.3% | -29.6% |
| 3Y | -5.1% | +116.4% | -121.5% | -17.9% |
| All | -5.1% | +122.3% | -127.5% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling