+605.9%
EXC vs IWD
+726.5%
-120.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | -3.7% | +0.6% | -4.3% | -4.1% |
| 3M | -1.3% | +7.2% | -8.5% | -6.4% |
| 6M | -9.7% | +16.2% | -25.9% | -19.5% |
| YTD | +2.9% | +23.3% | -20.4% | -12.3% |
| 1Y | +4.4% | +29.6% | -25.2% | -14.4% |
| 3Y | +22.2% | +70.5% | -48.2% | -19.4% |
| 5Y | +46.7% | +73.5% | -26.8% | -5.2% |
| 10Y | +155.3% | +198.3% | -43.0% | +10.8% |
| All | +605.9% | +726.5% | -120.6% | +47.8% |
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 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