+155.5%
EWT vs IWD
+84.1%
+71.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +4.9% |
| 7D | -5.0% | +1.3% | -6.2% | -6.0% |
| 30D | -16.3% | +3.6% | -19.9% | -19.2% |
| 3M | -7.2% | +2.3% | -9.6% | -9.3% |
| 6M | -0.5% | +13.0% | -13.5% | -12.5% |
| YTD | +50.6% | +26.2% | +24.4% | +18.8% |
| 1Y | +54.8% | +30.5% | +24.4% | +18.3% |
| 3Y | +155.5% | +86.2% | +69.3% | +37.9% |
| All | +155.5% | +84.1% | +71.4% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling