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Instrument 09 · Investment analysis

Portfolio Analyzer

What you own, what it costs you, and what it is likely to do next.

See what your portfolio is actually doing. Allocation, factor exposure, fee drag, stress tests, and a Monte Carlo projection, with every term explained as you go. The analysis institutions run on themselves, in language you can use.

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Education, not investment advice. Everything here is derived from your inputs and long run market averages. It is not a recommendation to buy or sell any security, and it has no knowledge of your tax situation, income, or time horizon.
Step one

Your holdings

Fund or tickerHow much you have in it
Total $0
Step two

About your situation

Nothing here leaves your browser
?The same portfolio can be excellent for one person and wrong for another. A 100% stock portfolio is reasonable at 30 years out and reckless at 3. Without these four answers, any score or target allocation is guessing, so tell us this much and everything below adapts to you.

Long horizon. Volatility matters far less than staying invested.

New money going in, across all accounts.

In today's money. Leave it blank if you have no number in mind.

Anything ticked is left out of the suggested target, since you already hold it.

Step three

Portfolio analysis

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no holdings yet

Add a holding or upload a file and your read appears here.

Asset allocation

?Asset allocation is how your money splits across asset classes. Funds get sorted by what they actually hold, which is how three funds turn out to be one bet.

Factor exposure

?Factor exposure comes from the Fama-French and Carhart research: a handful of drivers explain most of any portfolio's returns. These are your loadings on each. Zero is neutral, 1.00 on market means you move with it one for one.

Two answers to "what will this return?"

?These disagree, and the gap is the single most important thing on this page. One is what your mix actually delivered over the last twenty years. The other is what a forward looking model expects. Neither is the truth, and anyone who shows you only one is selling something.

Fee drag

?Fee drag is not just the fee. Money paid out is money that never compounds, so the gap widens every year. Both lines below assume the same returns and the same contributions of zero. The only difference between them is the expense ratio.

Findings

Step four

Go deeper

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You have seen what you hold. Now see what it does.

The analysis above is the diagnosis. What is behind this is the part that changes decisions, and it is free. Enter your email and it opens on this page, immediately.

  • Optimizer. The efficient frontier for your holdings, and the trades that move you onto it
  • Black-Litterman. Your own view of the market, blended into the expected returns
  • Monte Carlo. 2,000 paths, success rates, and the range you could actually land in
  • Stress tests. What this portfolio would have done in 2000, 2008, 2020 and 2022
  • Correlation matrix. Whether your holdings are genuinely different bets
  • Ask AI. Any question about your own numbers, answered in plain language

Your holdings never leave your browser. We use the email only to send you this read and the weekly Wynfull letter. One click unsubscribes, and we never sell your details.

?Every projection on this page rests on these numbers. Most tools bury them. Change one and the frontier, the suggested mix, and the simulation all move, so you can see exactly how much of the answer was the assumption rather than the analysis.

Forward estimates are long run capital market assumptions. They sit below recent history because starting valuations are higher now.

Twenty years covers 2008, 2020 and 2022, and a strong run for US equities.

This is the honest answer to why a frontier tops out where it does. Switch to the historical basis and the ceiling moves, because US growth returned far more than any forward model will project. Neither basis is a forecast.

Type over any figure to use your own. Volatility and correlation stay as they are, since those are far more stable through time than returns.