+726.5%
IWD vs WSM
+4,137.0%
-3,410.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.4% |
| 30D | +0.6% | -8.4% | +9.0% | +2.4% |
| 3M | +7.2% | +9.7% | -2.4% | +4.9% |
| 6M | +16.2% | +16.7% | -0.5% | +11.9% |
| YTD | +23.3% | +28.7% | -5.3% | +16.1% |
| 1Y | +29.6% | +13.7% | +15.9% | +24.9% |
| 3Y | +70.5% | +230.1% | -159.6% | +24.7% |
| 5Y | +73.5% | +179.0% | -105.5% | +26.9% |
| 10Y | +198.3% | +1,002.5% | -804.2% | +47.1% |
| All | +726.5% | +4,137.0% | -3,410.5% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling