+201.7%
IWD vs NWSA
+148.1%
+53.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.7% |
| 7D | +2.3% | +2.2% | +0.1% | +1.5% |
| 30D | +3.6% | -8.8% | +12.3% | +6.6% |
| 3M | +2.2% | -6.5% | +8.6% | +4.0% |
| 6M | +13.0% | +1.5% | +11.5% | +11.0% |
| YTD | +26.5% | +4.0% | +22.5% | +22.5% |
| 1Y | +30.1% | +3.4% | +26.7% | +26.2% |
| 3Y | +84.9% | +34.8% | +50.0% | +60.0% |
| 5Y | +73.4% | +18.4% | +55.0% | +53.3% |
| All | +201.7% | +148.1% | +53.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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