+728.9%
IWD vs WCC
+3,063.6%
-2,334.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.9% |
| 7D | -0.5% | -14.7% | +14.2% | +2.9% |
| 30D | +2.7% | -20.1% | +22.7% | +7.5% |
| 3M | +0.9% | -21.2% | +22.0% | +5.6% |
| 6M | +10.5% | -19.2% | +29.7% | +14.2% |
| YTD | +23.7% | +20.2% | +3.5% | +15.4% |
| 1Y | +28.7% | +14.5% | +14.3% | +21.4% |
| 3Y | +79.7% | +115.1% | -35.4% | +39.3% |
| 5Y | +69.7% | +121.5% | -51.8% | +25.4% |
| 10Y | +211.4% | +468.1% | -256.7% | +67.3% |
| All | +728.9% | +3,063.6% | -2,334.7% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling