+200.5%
IWD vs WCN
+235.4%
-34.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -1.2% | -1.7% | +0.6% | -0.4% |
| 30D | -1.6% | -3.0% | +1.3% | -0.3% |
| 3M | +7.0% | +2.5% | +4.5% | +5.3% |
| 6M | +17.0% | -5.7% | +22.7% | +19.3% |
| YTD | +21.6% | -7.4% | +29.1% | +24.7% |
| 1Y | +28.0% | -8.6% | +36.6% | +31.8% |
| 3Y | +70.6% | +19.4% | +51.2% | +49.0% |
| 5Y | +73.3% | +27.2% | +46.1% | +43.4% |
| 10Y | +200.5% | +238.5% | -38.0% | +60.9% |
| All | +200.5% | +235.4% | -34.9% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling