+73.3%
IWD vs WSM
+182.5%
-109.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -1.2% | +2.6% | -3.8% | -1.6% |
| 30D | -1.6% | -9.3% | +7.6% | 0.0% |
| 3M | +7.0% | +7.1% | -0.1% | +5.5% |
| 6M | +17.0% | +21.7% | -4.7% | +12.5% |
| YTD | +21.6% | +28.7% | -7.1% | +15.7% |
| 1Y | +28.0% | +13.9% | +14.1% | +24.1% |
| 3Y | +70.6% | +232.2% | -161.6% | +30.0% |
| 5Y | +73.3% | +176.4% | -103.1% | +30.5% |
| All | +73.3% | +182.5% | -109.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling