+845.4%
IWD vs WYNN
+1,203.4%
-358.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | -1.6% | -11.8% | +10.1% | +0.9% |
| 3M | +7.0% | -15.8% | +22.8% | +10.7% |
| 6M | +17.0% | -10.7% | +27.7% | +19.3% |
| YTD | +21.6% | -24.5% | +46.1% | +28.2% |
| 1Y | +28.0% | -25.0% | +53.0% | +34.4% |
| 3Y | +70.6% | -1.8% | +72.3% | +65.5% |
| 5Y | +73.3% | -10.0% | +83.4% | +64.3% |
| 10Y | +200.5% | +3.2% | +197.3% | +146.3% |
| All | +845.4% | +1,203.4% | -358.0% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling