+200.3%
EWT vs IWD
+71.7%
+128.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.8% |
| 30D | +8.2% | -0.8% | +9.0% | +9.0% |
| 3M | +11.1% | +8.0% | +3.0% | +2.1% |
| 6M | +60.4% | +18.2% | +42.3% | +35.1% |
| YTD | +75.6% | +22.3% | +53.2% | +43.3% |
| 1Y | +91.3% | +28.9% | +62.4% | +48.7% |
| 3Y | +200.3% | +71.5% | +128.7% | +79.9% |
| All | +200.3% | +71.7% | +128.6% | +79.9% |
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