+6,621.3%
EW vs IWD
+731.9%
+5,889.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +3.2% |
| 7D | +6.8% | -0.9% | +7.7% | +7.4% |
| 30D | +16.6% | +2.6% | +13.9% | +14.6% |
| 3M | +13.3% | +1.2% | +12.1% | +12.3% |
| 6M | +21.6% | +12.1% | +9.5% | +12.5% |
| YTD | +18.3% | +24.1% | -5.9% | +2.2% |
| 1Y | +21.7% | +28.5% | -6.8% | +2.7% |
| 3Y | +50.3% | +79.5% | -29.2% | +0.7% |
| 5Y | -15.0% | +70.3% | -85.3% | -40.5% |
| 10Y | +237.5% | +212.5% | +24.9% | +62.6% |
| All | +6,621.3% | +731.9% | +5,889.4% | +1,717.8% |
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