+84.9%
IWD vs WCN
+52.1%
+32.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.8% |
| 30D | +3.6% | +23.9% | -20.4% | -0.8% |
| 3M | +2.2% | +17.4% | -15.3% | -1.1% |
| 6M | +13.0% | +28.0% | -15.0% | +7.1% |
| YTD | +26.5% | +11.6% | +15.0% | +24.1% |
| 1Y | +30.1% | +16.9% | +13.3% | +25.8% |
| 3Y | +84.9% | +51.6% | +33.3% | +65.9% |
| All | +84.9% | +52.1% | +32.8% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling