+73.6%
IWD vs WCN
+30.9%
+42.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | -0.8% | -2.1% | +1.3% | -0.1% |
| 3M | +8.0% | +6.4% | +1.7% | +5.6% |
| 6M | +18.2% | -3.7% | +21.9% | +19.2% |
| YTD | +22.3% | -6.4% | +28.7% | +24.4% |
| 1Y | +28.9% | -7.9% | +36.8% | +31.7% |
| 3Y | +71.5% | +20.8% | +50.7% | +54.9% |
| 5Y | +73.6% | +29.0% | +44.6% | +49.4% |
| All | +73.6% | +30.9% | +42.7% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling