+726.5%
IWD vs WAB
+5,547.2%
-4,820.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -0.3% | -3.2% | +2.9% | +0.8% |
| 30D | +0.6% | -4.4% | +5.0% | +2.1% |
| 3M | +7.2% | +7.9% | -0.6% | +4.1% |
| 6M | +16.2% | +8.7% | +7.5% | +12.2% |
| YTD | +23.3% | +33.0% | -9.6% | +11.3% |
| 1Y | +29.6% | +46.7% | -17.1% | +12.9% |
| 3Y | +70.5% | +153.0% | -82.5% | +22.5% |
| 5Y | +73.5% | +222.3% | -148.8% | +13.9% |
| 10Y | +198.3% | +291.0% | -92.7% | +71.6% |
| All | +726.5% | +5,547.2% | -4,820.6% | +133.7% |
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