+726.5%
IWD vs BWA
+1,899.8%
-1,173.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -1.6% |
| 7D | -0.3% | +5.7% | -5.9% | -2.1% |
| 30D | +0.6% | +1.4% | -0.8% | -0.1% |
| 3M | +7.2% | -12.1% | +19.3% | +11.2% |
| 6M | +16.2% | +28.6% | -12.4% | +5.4% |
| YTD | +23.3% | +51.1% | -27.8% | +4.3% |
| 1Y | +29.6% | +55.9% | -26.3% | +8.1% |
| 3Y | +70.5% | +70.1% | +0.3% | +34.0% |
| 5Y | +73.5% | +90.7% | -17.2% | +27.5% |
| 10Y | +198.3% | +154.0% | +44.3% | +83.6% |
| All | +726.5% | +1,899.8% | -1,173.3% | +111.1% |
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 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