-1.3%
IWF vs WYNN
-32.5%
+31.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.7% | -0.4% |
| 7D | -4.2% | +15.4% | -19.6% | -6.2% |
| 30D | -8.1% | +6.8% | -14.9% | -9.0% |
| 3M | -5.1% | -15.4% | +10.3% | -2.3% |
| 6M | -1.4% | -20.0% | +18.5% | +2.4% |
| YTD | -0.1% | -31.0% | +30.9% | +5.9% |
| 1Y | -1.3% | -31.5% | +30.2% | +4.0% |
| All | -1.3% | -32.5% | +31.2% | +4.0% |
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