+139.0%
IWD vs TW
+221.1%
-82.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -0.3% | -2.3% | +2.1% | +0.3% |
| 30D | +0.6% | +3.9% | -3.3% | -0.4% |
| 3M | +7.2% | +5.7% | +1.5% | +5.2% |
| 6M | +16.2% | -14.5% | +30.7% | +19.9% |
| YTD | +23.3% | -0.9% | +24.2% | +22.1% |
| 1Y | +29.6% | -13.5% | +43.1% | +32.8% |
| 3Y | +70.5% | +25.0% | +45.5% | +55.0% |
| 5Y | +73.5% | +22.7% | +50.8% | +55.1% |
| All | +139.0% | +221.1% | -82.1% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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