+36.6%
IWD vs WETO
-99.4%
+136.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +0.9% |
| 7D | -0.8% | -4.3% | +3.5% | -0.8% |
| 30D | -0.8% | -39.9% | +39.1% | -1.1% |
| 3M | +6.9% | -97.9% | +104.8% | +7.5% |
| 6M | +18.3% | -95.0% | +113.3% | +17.9% |
| YTD | +22.4% | -97.2% | +119.5% | +22.3% |
| 1Y | +27.4% | -98.9% | +126.3% | +27.8% |
| All | +36.6% | -99.4% | +136.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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