+1,237.2%
ADP vs WYNN
+1,177.3%
+59.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | -5.7% | -3.4% | -2.3% | -5.2% |
| 30D | -1.4% | -15.4% | +14.0% | +1.2% |
| 3M | +16.6% | -15.8% | +32.3% | +19.6% |
| 6M | +24.9% | -13.5% | +38.4% | +27.4% |
| YTD | +5.6% | -26.0% | +31.6% | +10.2% |
| 1Y | -6.0% | -27.4% | +21.4% | -2.0% |
| 3Y | +14.5% | -3.7% | +18.2% | +11.9% |
| 5Y | +47.9% | -9.8% | +57.6% | +41.5% |
| 10Y | +282.0% | +1.1% | +280.9% | +230.0% |
| All | +1,237.2% | +1,177.3% | +59.9% | +754.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling