+164.0%
PAYX vs WYNN
+1.1%
+162.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -4.9% | -4.2% | -0.7% | -4.1% |
| 30D | -3.8% | -14.6% | +10.8% | -1.1% |
| 3M | +17.9% | -18.4% | +36.3% | +22.0% |
| 6M | +26.1% | -11.9% | +38.0% | +28.4% |
| YTD | +6.7% | -26.6% | +33.3% | +12.1% |
| 1Y | -10.7% | -28.5% | +17.8% | -6.3% |
| 3Y | +7.0% | -5.1% | +12.1% | +4.3% |
| 5Y | +22.6% | -10.5% | +33.1% | +16.4% |
| All | +164.0% | +1.1% | +162.9% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling