-10.2%
ADSK vs WYNN
-32.5%
+22.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.1% | +1.0% | +5.0% |
| 7D | +11.4% | +15.4% | -4.0% | +6.5% |
| 30D | +21.9% | +6.8% | +15.2% | +19.2% |
| 3M | +13.9% | -15.4% | +29.2% | +18.3% |
| 6M | +9.1% | -20.0% | +29.1% | +15.1% |
| YTD | -8.8% | -31.0% | +22.3% | -0.8% |
| 1Y | -10.2% | -31.5% | +21.2% | -2.9% |
| All | -10.2% | -32.5% | +22.2% | -2.9% |
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