+518.3%
EWT vs IWD
+202.0%
+316.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +2.1% | -1.2% | +3.3% | +3.1% |
| 30D | +9.4% | -1.6% | +11.0% | +10.7% |
| 3M | +10.9% | +7.0% | +3.9% | +5.2% |
| 6M | +57.9% | +17.0% | +41.0% | +40.5% |
| YTD | +75.9% | +21.6% | +54.3% | +52.1% |
| 1Y | +89.7% | +28.0% | +61.7% | +58.0% |
| 3Y | +200.9% | +70.6% | +130.3% | +103.0% |
| 5Y | +154.5% | +73.3% | +81.2% | +69.4% |
| All | +518.3% | +202.0% | +316.3% | +173.6% |
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