+6,709.3%
EW vs IWD
+728.9%
+5,980.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +11.0% | -0.5% | +11.5% | +11.3% |
| 30D | +19.1% | +2.7% | +16.4% | +17.0% |
| 3M | +14.4% | +0.9% | +13.5% | +13.6% |
| 6M | +22.8% | +10.5% | +12.2% | +14.6% |
| YTD | +19.8% | +23.7% | -3.9% | +3.7% |
| 1Y | +23.9% | +28.7% | -4.8% | +4.4% |
| 3Y | +52.2% | +79.7% | -27.5% | +1.9% |
| 5Y | -13.9% | +69.7% | -83.6% | -39.6% |
| 10Y | +241.9% | +211.4% | +30.5% | +65.2% |
| All | +6,709.3% | +728.9% | +5,980.4% | +1,746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling