+452.3%
EWT vs IWD
+203.0%
+249.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +9.1% | +2.3% | +6.8% | +7.3% |
| 30D | -12.2% | +3.6% | -15.8% | -14.4% |
| 3M | -9.4% | +2.2% | -11.6% | -10.7% |
| 6M | +2.7% | +13.0% | -10.3% | -6.2% |
| YTD | +53.3% | +26.5% | +26.8% | +28.8% |
| 1Y | +59.2% | +30.1% | +29.0% | +31.0% |
| 3Y | +157.1% | +84.9% | +72.2% | +63.8% |
| 5Y | +119.6% | +73.4% | +46.3% | +46.1% |
| All | +452.3% | +203.0% | +249.3% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling