+239.8%
EW vs IWD
+212.1%
+27.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +0.7% |
| 7D | +12.3% | +1.3% | +11.0% | +11.0% |
| 30D | +22.9% | +3.6% | +19.3% | +19.1% |
| 3M | +16.7% | +2.3% | +14.4% | +14.3% |
| 6M | +31.0% | +13.0% | +17.9% | +17.2% |
| YTD | +22.8% | +26.2% | -3.4% | -0.5% |
| 1Y | +25.6% | +30.5% | -4.9% | -1.3% |
| 3Y | +62.0% | +86.2% | -24.2% | -9.6% |
| 5Y | -12.8% | +72.9% | -85.7% | -47.5% |
| 10Y | +239.8% | +205.0% | +34.8% | +21.7% |
| All | +239.8% | +212.1% | +27.7% | +21.7% |
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