+74.7%
IWD vs WYNN
-11.0%
+85.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | -4.2% | +3.4% | 0.0% |
| 30D | -0.8% | -14.6% | +13.8% | +2.0% |
| 3M | +6.9% | -18.4% | +25.3% | +10.7% |
| 6M | +18.3% | -11.9% | +30.2% | +20.6% |
| YTD | +22.4% | -26.6% | +48.9% | +28.7% |
| 1Y | +27.4% | -28.5% | +56.0% | +34.1% |
| 3Y | +71.2% | -5.1% | +76.3% | +66.8% |
| All | +74.7% | -11.0% | +85.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling