+200.5%
IWD vs BWA
+142.7%
+57.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.6% | -5.6% | +3.9% | -0.1% |
| 3M | +7.0% | -10.7% | +17.7% | +10.2% |
| 6M | +17.0% | +23.2% | -6.2% | +8.4% |
| YTD | +21.6% | +46.0% | -24.4% | +5.2% |
| 1Y | +28.0% | +51.2% | -23.2% | +9.2% |
| 3Y | +70.6% | +69.6% | +1.0% | +36.2% |
| 5Y | +73.3% | +86.6% | -13.2% | +30.0% |
| 10Y | +200.5% | +152.3% | +48.2% | +89.7% |
| All | +200.5% | +142.7% | +57.8% | +89.7% |
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