+531.0%
IWD vs WPM
+5,535.3%
-5,004.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +1.3% |
| 7D | +1.3% | +20.8% | -19.6% | -1.1% |
| 30D | +3.6% | +3.8% | -0.2% | +2.9% |
| 3M | +2.3% | +7.4% | -5.1% | +1.0% |
| 6M | +13.0% | +4.0% | +9.1% | +11.7% |
| YTD | +26.2% | +23.0% | +3.2% | +21.3% |
| 1Y | +30.5% | +45.9% | -15.5% | +22.7% |
| 3Y | +86.2% | +242.9% | -156.7% | +55.6% |
| 5Y | +72.9% | +259.5% | -186.6% | +42.1% |
| 10Y | +205.0% | +577.7% | -372.7% | +122.8% |
| All | +531.0% | +5,535.3% | -5,004.3% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling