+266.6%
EW vs IWD
+202.4%
+64.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +4.9% | +1.7% | +3.3% | +3.4% |
| 30D | +24.1% | +3.2% | +20.9% | +20.6% |
| 3M | +13.7% | +2.3% | +11.4% | +11.3% |
| 6M | +32.7% | +12.9% | +19.8% | +18.8% |
| YTD | +24.1% | +26.2% | -2.1% | +0.5% |
| 1Y | +23.6% | +28.3% | -4.6% | -1.4% |
| 3Y | +64.8% | +84.4% | -19.6% | -7.2% |
| 5Y | -8.8% | +73.0% | -81.8% | -45.1% |
| All | +266.6% | +202.4% | +64.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling