-5.1%
WYNN vs URA
+346.2%
-351.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.5% |
| 7D | -4.2% | -5.5% | +1.3% | -2.1% |
| 30D | -14.6% | -3.7% | -10.9% | -13.8% |
| 3M | -18.4% | -2.9% | -15.5% | -18.4% |
| 6M | -11.9% | -15.2% | +3.3% | -8.5% |
| YTD | -26.6% | +1.9% | -28.5% | -30.8% |
| 1Y | -28.5% | +6.9% | -35.5% | -35.9% |
| 3Y | -5.1% | +99.6% | -104.7% | -41.3% |
| 5Y | -10.5% | +101.2% | -111.7% | -48.8% |
| All | -5.1% | +346.2% | -351.3% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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