+25.3%
WYNN vs URA
-29.9%
+55.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.6% |
| 7D | -1.4% | +5.7% | -7.1% | -3.8% |
| 30D | -11.8% | +5.6% | -17.3% | -14.2% |
| 3M | -15.8% | +6.2% | -22.0% | -19.0% |
| 6M | -10.7% | -8.2% | -2.5% | -10.1% |
| YTD | -24.5% | +9.7% | -34.1% | -31.3% |
| 1Y | -25.0% | +17.0% | -42.0% | -35.7% |
| 3Y | -1.8% | +118.5% | -120.2% | -42.4% |
| 5Y | -10.0% | +134.3% | -144.4% | -52.8% |
| 10Y | +3.2% | +377.5% | -374.3% | -66.3% |
| All | +25.3% | -29.9% | +55.2% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling