+201.7%
IWD vs WSM
+1,131.4%
-929.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.1% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +3.6% | +5.1% | -1.5% | +2.5% |
| 3M | +2.2% | +5.1% | -3.0% | +1.0% |
| 6M | +13.0% | +48.6% | -35.6% | +4.1% |
| YTD | +26.5% | +44.2% | -17.7% | +16.9% |
| 1Y | +30.1% | +38.1% | -8.0% | +21.2% |
| 3Y | +84.9% | +257.2% | -172.4% | +36.3% |
| 5Y | +73.4% | +165.1% | -91.7% | +31.3% |
| All | +201.7% | +1,131.4% | -929.7% | +49.9% |
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