+74.9%
IWD vs WCC
+216.1%
-141.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.5% |
| 7D | -0.3% | +4.5% | -4.7% | -1.2% |
| 30D | +0.6% | -5.8% | +6.4% | +1.7% |
| 3M | +7.2% | -3.7% | +10.9% | +7.4% |
| 6M | +16.2% | +23.1% | -6.9% | +9.7% |
| YTD | +23.3% | +44.2% | -20.8% | +12.2% |
| 1Y | +29.6% | +62.1% | -32.5% | +14.3% |
| 3Y | +70.5% | +121.1% | -50.7% | +33.9% |
| All | +74.9% | +216.1% | -141.1% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling