+50.0%
ADP vs WYNN
-11.0%
+61.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -2.8% | -4.2% | +1.4% | -2.2% |
| 30D | +0.2% | -14.6% | +14.9% | +2.4% |
| 3M | +20.5% | -18.4% | +38.9% | +23.7% |
| 6M | +28.8% | -11.9% | +40.7% | +30.6% |
| YTD | +6.6% | -26.6% | +33.2% | +10.8% |
| 1Y | -6.9% | -28.5% | +21.6% | -3.2% |
| 3Y | +16.1% | -5.1% | +21.3% | +13.4% |
| All | +50.0% | -11.0% | +61.0% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling