+1,226.6%
ADP vs WYNN
+1,203.4%
+23.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.7% |
| 7D | -5.7% | -1.4% | -4.3% | -5.5% |
| 30D | -3.1% | -11.8% | +8.7% | -1.2% |
| 3M | +15.6% | -15.8% | +31.4% | +18.6% |
| 6M | +20.8% | -10.7% | +31.5% | +22.5% |
| YTD | +4.7% | -24.5% | +29.2% | +9.0% |
| 1Y | -8.3% | -25.0% | +16.7% | -4.9% |
| 3Y | +13.6% | -1.8% | +15.3% | +10.7% |
| 5Y | +45.0% | -10.0% | +55.1% | +38.8% |
| 10Y | +279.0% | +3.2% | +275.8% | +226.4% |
| All | +1,226.6% | +1,203.4% | +23.2% | +745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling