+198.1%
IWD vs WSM
+1,071.8%
-873.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -0.8% | -7.7% | +6.9% | +0.7% |
| 3M | +6.9% | +3.8% | +3.2% | +6.0% |
| 6M | +18.3% | +22.7% | -4.4% | +13.2% |
| YTD | +22.4% | +28.0% | -5.7% | +15.9% |
| 1Y | +27.4% | +12.7% | +14.7% | +23.4% |
| 3Y | +71.2% | +231.3% | -160.1% | +27.8% |
| 5Y | +75.7% | +177.2% | -101.5% | +31.4% |
| All | +198.1% | +1,071.8% | -873.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling