+29.6%
IWD vs WCN
-8.7%
+38.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +0.6% | +0.4% | +0.1% | +0.6% |
| 3M | +7.2% | +7.3% | -0.1% | +6.7% |
| 6M | +16.2% | -2.5% | +18.7% | +17.0% |
| YTD | +23.3% | -5.4% | +28.7% | +24.5% |
| 1Y | +29.6% | -8.5% | +38.0% | +33.6% |
| All | +29.6% | -8.7% | +38.3% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling