+18.0%
IEFA vs WYNN
-28.3%
+46.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | -1.5% | -14.6% | +13.1% | +0.7% |
| 3M | +3.4% | -18.4% | +21.8% | +6.5% |
| 6M | +9.5% | -11.9% | +21.4% | +11.3% |
| YTD | +13.0% | -26.6% | +39.6% | +16.5% |
| 1Y | +18.0% | -28.5% | +46.5% | +21.5% |
| All | +18.0% | -28.3% | +46.3% | +21.5% |
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