+195.5%
IWD vs WPM
+545.0%
-349.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.1% |
| 7D | -2.3% | -3.6% | +1.3% | -2.0% |
| 30D | -1.8% | +12.5% | -14.3% | -3.0% |
| 3M | +8.0% | +40.6% | -32.6% | +4.2% |
| 6M | +17.0% | +0.5% | +16.4% | +16.2% |
| YTD | +21.3% | +29.0% | -7.8% | +17.3% |
| 1Y | +27.9% | +43.8% | -15.9% | +22.2% |
| 3Y | +70.1% | +266.3% | -196.2% | +47.3% |
| 5Y | +74.2% | +255.1% | -180.9% | +49.5% |
| All | +195.5% | +545.0% | -349.5% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WPM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling