+749.4%
IWD vs WAB
+5,972.8%
-5,223.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.6% | +3.1% | -3.7% | -1.6% |
| 30D | +3.6% | +6.4% | -2.8% | +1.3% |
| 3M | +2.7% | +2.2% | +0.5% | +1.7% |
| 6M | +13.2% | +13.7% | -0.5% | +7.7% |
| YTD | +26.8% | +43.0% | -16.2% | +11.4% |
| 1Y | +29.3% | +47.0% | -17.7% | +12.5% |
| 3Y | +85.1% | +174.4% | -89.2% | +29.4% |
| 5Y | +74.2% | +222.2% | -148.0% | +14.2% |
| 10Y | +204.6% | +276.9% | -72.3% | +76.9% |
| All | +749.4% | +5,972.8% | -5,223.4% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling