+200.5%
IWD vs WCC
+506.2%
-305.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.2% | +6.8% | -8.0% | -2.8% |
| 30D | -1.6% | -3.0% | +1.4% | -1.1% |
| 3M | +7.0% | +0.2% | +6.8% | +6.1% |
| 6M | +17.0% | +33.2% | -16.2% | +7.1% |
| YTD | +21.6% | +45.8% | -24.2% | +8.4% |
| 1Y | +28.0% | +68.4% | -40.4% | +9.3% |
| 3Y | +70.6% | +131.1% | -60.6% | +27.3% |
| 5Y | +73.3% | +225.6% | -152.3% | +11.7% |
| 10Y | +200.5% | +534.2% | -333.7% | +36.2% |
| All | +200.5% | +506.2% | -305.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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