+491.8%
EWT vs IWD
+739.6%
-247.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +5.3% |
| 7D | -5.0% | +1.3% | -6.2% | -5.8% |
| 30D | -16.3% | +3.6% | -19.9% | -18.8% |
| 3M | -7.2% | +2.3% | -9.6% | -9.0% |
| 6M | -0.5% | +13.0% | -13.5% | -10.7% |
| YTD | +50.6% | +26.2% | +24.4% | +22.6% |
| 1Y | +54.8% | +30.5% | +24.4% | +22.3% |
| 3Y | +155.5% | +86.2% | +69.3% | +45.9% |
| 5Y | +116.4% | +72.9% | +43.5% | +31.3% |
| 10Y | +421.4% | +205.0% | +216.4% | +77.3% |
| All | +491.8% | +739.6% | -247.7% | -22.3% |
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 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