-31.9%
ADSK vs WYNN
-26.4%
-5.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.2% | -8.3% |
| 7D | -16.4% | -3.9% | -12.5% | -15.6% |
| 30D | -9.2% | -9.3% | +0.1% | -7.2% |
| 3M | -6.7% | -11.4% | +4.7% | -4.3% |
| 6M | -15.5% | -11.0% | -4.5% | -13.6% |
| YTD | -26.4% | -23.4% | -3.0% | -22.6% |
| 1Y | -31.9% | -24.8% | -7.1% | -28.4% |
| All | -31.9% | -26.4% | -5.5% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling