+519.9%
EWT vs IWD
+743.4%
-223.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.4% |
| 7D | +3.2% | -0.6% | +3.8% | +4.1% |
| 30D | -12.3% | +3.6% | -15.9% | -14.9% |
| 3M | -3.6% | +2.7% | -6.3% | -5.7% |
| 6M | +3.1% | +13.2% | -10.1% | -7.6% |
| YTD | +57.7% | +26.8% | +30.9% | +27.9% |
| 1Y | +60.3% | +29.3% | +31.0% | +27.7% |
| 3Y | +163.4% | +85.1% | +78.2% | +51.3% |
| 5Y | +127.4% | +74.2% | +53.2% | +37.1% |
| 10Y | +462.7% | +204.6% | +258.1% | +91.8% |
| All | +519.9% | +743.4% | -223.5% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling