+60.3%
EWT vs IWD
+30.1%
+30.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.1% |
| 7D | +3.2% | -0.6% | +3.8% | +4.5% |
| 30D | -12.3% | +3.6% | -15.9% | -16.4% |
| 3M | -3.6% | +2.7% | -6.3% | -7.0% |
| 6M | +3.1% | +13.2% | -10.1% | -15.0% |
| YTD | +57.7% | +26.8% | +30.9% | +12.8% |
| 1Y | +60.3% | +29.3% | +31.0% | +12.3% |
| All | +60.3% | +30.1% | +30.2% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling