+202.4%
IWD vs BWA
+95.2%
+107.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +1.6% | -2.4% | +4.0% | +2.2% |
| 30D | +3.6% | -17.7% | +21.3% | +9.5% |
| 3M | +2.0% | -27.0% | +29.0% | +11.5% |
| 6M | +13.1% | -17.3% | +30.4% | +18.0% |
| YTD | +26.2% | +12.9% | +13.3% | +17.3% |
| 1Y | +29.6% | +12.9% | +16.7% | +20.3% |
| 3Y | +84.3% | +62.1% | +22.2% | +48.0% |
| 5Y | +73.4% | +30.7% | +42.7% | +44.9% |
| 10Y | +202.4% | +89.2% | +113.3% | +109.1% |
| All | +202.4% | +95.2% | +107.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling