+35.8%
IWD vs WETO
-99.4%
+135.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.6% |
| 7D | -1.2% | -38.7% | +37.5% | -1.2% |
| 30D | -1.6% | -51.3% | +49.7% | -1.9% |
| 3M | +7.0% | -97.8% | +104.8% | +7.6% |
| 6M | +17.0% | -94.8% | +111.7% | +16.5% |
| YTD | +21.6% | -97.2% | +118.8% | +21.5% |
| 1Y | +28.0% | -98.9% | +126.9% | +28.4% |
| All | +35.8% | -99.4% | +135.2% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling