+305.5%
IWD vs NWSA
+127.4%
+178.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.4% |
| 30D | +0.6% | +4.6% | -4.0% | -1.1% |
| 3M | +7.2% | +13.2% | -6.0% | +2.2% |
| 6M | +16.2% | +27.0% | -10.8% | +5.9% |
| YTD | +23.3% | +16.8% | +6.5% | +15.4% |
| 1Y | +29.6% | +4.5% | +25.1% | +25.9% |
| 3Y | +70.5% | +46.2% | +24.2% | +45.0% |
| 5Y | +73.5% | +40.9% | +32.6% | +45.5% |
| 10Y | +198.3% | +145.1% | +53.2% | +88.3% |
| All | +305.5% | +127.4% | +178.1% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling