+154.5%
EWT vs IWD
+72.9%
+81.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | +2.1% | -1.2% | +3.3% | +3.2% |
| 30D | +9.4% | -1.6% | +11.0% | +11.0% |
| 3M | +10.9% | +7.0% | +3.9% | +4.0% |
| 6M | +57.9% | +17.0% | +41.0% | +37.3% |
| YTD | +75.9% | +21.6% | +54.3% | +48.0% |
| 1Y | +89.7% | +28.0% | +61.7% | +52.8% |
| 3Y | +200.9% | +70.6% | +130.3% | +89.9% |
| 5Y | +154.5% | +73.3% | +81.2% | +58.8% |
| All | +154.5% | +72.9% | +81.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling