+79.7%
IWD vs WCC
+110.7%
-31.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.7% |
| 7D | -0.5% | -14.7% | +14.2% | +1.9% |
| 30D | +2.7% | -20.1% | +22.7% | +6.1% |
| 3M | +0.9% | -21.2% | +22.0% | +4.3% |
| 6M | +10.5% | -19.2% | +29.7% | +13.3% |
| YTD | +23.7% | +20.2% | +3.5% | +16.6% |
| 1Y | +28.7% | +14.5% | +14.3% | +22.4% |
| 3Y | +79.7% | +115.1% | -35.4% | +40.4% |
| All | +79.7% | +110.7% | -31.0% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling