+65.9%
EW vs IWD
+85.1%
-19.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +4.9% | +2.3% | +2.6% | +3.4% |
| 30D | +23.9% | +3.6% | +20.4% | +21.2% |
| 3M | +15.8% | +2.2% | +13.6% | +14.2% |
| 6M | +31.7% | +13.0% | +18.7% | +21.6% |
| YTD | +25.7% | +26.5% | -0.8% | +8.0% |
| 1Y | +24.4% | +30.1% | -5.7% | +5.0% |
| 3Y | +65.9% | +84.9% | -19.0% | +5.3% |
| All | +65.9% | +85.1% | -19.3% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling