+200.5%
IWD vs WAB
+282.7%
-82.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -1.6% | -4.6% | +2.9% | 0.0% |
| 3M | +7.0% | +5.6% | +1.4% | +4.3% |
| 6M | +17.0% | +13.8% | +3.2% | +10.5% |
| YTD | +21.6% | +31.9% | -10.2% | +8.5% |
| 1Y | +28.0% | +48.3% | -20.3% | +9.0% |
| 3Y | +70.6% | +167.1% | -96.6% | +14.6% |
| 5Y | +73.3% | +222.9% | -149.5% | +7.1% |
| 10Y | +200.5% | +289.9% | -89.4% | +52.0% |
| All | +200.5% | +282.7% | -82.2% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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