+144.6%
IEFA vs WYNN
+1.1%
+143.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.6% | -4.2% | +2.6% | -0.7% |
| 30D | -1.5% | -14.6% | +13.1% | +1.6% |
| 3M | +3.4% | -18.4% | +21.8% | +7.4% |
| 6M | +9.5% | -11.9% | +21.4% | +11.9% |
| YTD | +13.0% | -26.6% | +39.6% | +19.4% |
| 1Y | +18.0% | -28.5% | +46.5% | +24.8% |
| 3Y | +65.4% | -5.1% | +70.5% | +61.7% |
| 5Y | +51.6% | -10.5% | +62.1% | +44.3% |
| All | +144.6% | +1.1% | +143.5% | +112.8% |
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