+726.5%
IWD vs WCN
+5,128.3%
-4,401.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -0.3% | -0.6% | +0.4% | -0.1% |
| 30D | +0.6% | +0.4% | +0.1% | +0.4% |
| 3M | +7.2% | +7.3% | -0.1% | +4.4% |
| 6M | +16.2% | -2.5% | +18.7% | +16.5% |
| YTD | +23.3% | -5.4% | +28.7% | +24.6% |
| 1Y | +29.6% | -8.5% | +38.0% | +32.2% |
| 3Y | +70.5% | +20.8% | +49.7% | +56.9% |
| 5Y | +73.5% | +30.0% | +43.5% | +54.7% |
| 10Y | +198.3% | +238.4% | -40.1% | +95.9% |
| All | +726.5% | +5,128.3% | -4,401.7% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling