+749.4%
IWD vs BWA
+1,417.8%
-668.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | +3.6% | -14.6% | +18.2% | +8.9% |
| 3M | +2.7% | -26.2% | +28.9% | +12.8% |
| 6M | +13.2% | -18.4% | +31.6% | +19.3% |
| YTD | +26.8% | +14.7% | +12.1% | +17.0% |
| 1Y | +29.3% | +13.3% | +15.9% | +19.6% |
| 3Y | +85.1% | +64.7% | +20.4% | +46.9% |
| 5Y | +74.2% | +32.2% | +42.0% | +44.5% |
| 10Y | +204.6% | +96.8% | +107.8% | +103.6% |
| All | +749.4% | +1,417.8% | -668.3% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling