+151.4%
ADBE vs WYNN
+1.1%
+150.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -5.4% | -4.2% | -1.2% | -4.5% |
| 30D | -2.5% | -14.6% | +12.1% | +0.8% |
| 3M | +15.3% | -18.4% | +33.7% | +20.3% |
| 6M | -7.8% | -11.9% | +4.1% | -5.8% |
| YTD | -27.9% | -26.6% | -1.3% | -23.4% |
| 1Y | -28.0% | -28.5% | +0.5% | -23.5% |
| 3Y | -55.3% | -5.1% | -50.2% | -56.4% |
| 5Y | -61.7% | -10.5% | -51.2% | -63.5% |
| All | +151.4% | +1.1% | +150.3% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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