-8.8%
EW vs IWD
+73.1%
-81.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +4.9% | +1.7% | +3.3% | +3.4% |
| 30D | +24.1% | +3.2% | +20.9% | +20.7% |
| 3M | +13.7% | +2.3% | +11.4% | +11.4% |
| 6M | +32.7% | +12.9% | +19.8% | +19.0% |
| YTD | +24.1% | +26.2% | -2.1% | +0.6% |
| 1Y | +23.6% | +28.3% | -4.6% | -1.2% |
| 3Y | +64.8% | +84.4% | -19.6% | -10.0% |
| 5Y | -8.8% | +73.0% | -81.8% | -44.3% |
| All | -8.8% | +73.1% | -81.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling