+502.6%
EWT vs IWD
+201.1%
+301.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.3% |
| 7D | -1.1% | -2.3% | +1.2% | +0.7% |
| 30D | +4.8% | -1.8% | +6.6% | +6.2% |
| 3M | +11.1% | +8.0% | +3.1% | +4.6% |
| 6M | +54.6% | +17.0% | +37.6% | +37.6% |
| YTD | +71.4% | +21.3% | +50.2% | +48.6% |
| 1Y | +82.1% | +27.9% | +54.2% | +51.7% |
| 3Y | +193.2% | +70.1% | +123.2% | +98.3% |
| 5Y | +146.1% | +74.2% | +71.9% | +63.4% |
| All | +502.6% | +201.1% | +301.5% | +167.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling