+141.5%
WYNN vs WU
-22.8%
+164.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -3.4% | -5.0% | +1.5% | -0.7% |
| 30D | -15.4% | -2.3% | -13.1% | -14.6% |
| 3M | -15.8% | -3.2% | -12.6% | -16.9% |
| 6M | -13.5% | -25.0% | +11.5% | -2.0% |
| YTD | -26.0% | -21.7% | -4.3% | -18.5% |
| 1Y | -27.4% | -9.0% | -18.4% | -28.1% |
| 3Y | -3.7% | -28.9% | +25.2% | +6.5% |
| 5Y | -9.8% | -51.0% | +41.3% | +20.7% |
| 10Y | +1.1% | -40.1% | +41.2% | +16.6% |
| All | +141.5% | -22.8% | +164.4% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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