+28.0%
IWD vs WSM
+14.1%
+13.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -1.2% | +2.6% | -3.8% | -1.7% |
| 30D | -1.6% | -9.3% | +7.6% | +0.2% |
| 3M | +7.0% | +7.1% | -0.1% | +5.3% |
| 6M | +17.0% | +21.7% | -4.7% | +11.8% |
| YTD | +21.6% | +28.7% | -7.1% | +15.1% |
| 1Y | +28.0% | +13.9% | +14.1% | +22.3% |
| All | +28.0% | +14.1% | +13.9% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling