+57.5%
WYNN vs UEC
+65.7%
-8.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.3% |
| 7D | -3.4% | -4.3% | +0.8% | -2.8% |
| 30D | -15.4% | -3.8% | -11.6% | -15.3% |
| 3M | -15.8% | +17.0% | -32.8% | -18.4% |
| 6M | -13.5% | -23.9% | +10.4% | -12.0% |
| YTD | -26.0% | -5.7% | -20.3% | -27.7% |
| 1Y | -27.4% | -12.5% | -14.8% | -29.5% |
| 3Y | -3.7% | +136.5% | -140.2% | -24.4% |
| 5Y | -9.8% | +243.3% | -253.1% | -38.4% |
| 10Y | +1.1% | +939.6% | -938.5% | -50.5% |
| All | +57.5% | +65.7% | -8.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling