+198.1%
IWD vs WTW
+198.0%
0.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.8% | -5.7% | +4.9% | +1.4% |
| 30D | -0.8% | -7.3% | +6.4% | +2.0% |
| 3M | +6.9% | +21.5% | -14.5% | -1.5% |
| 6M | +18.3% | +9.6% | +8.7% | +12.6% |
| YTD | +22.4% | -3.3% | +25.6% | +21.8% |
| 1Y | +27.4% | -6.1% | +33.6% | +28.3% |
| 3Y | +71.2% | +61.8% | +9.3% | +31.9% |
| 5Y | +75.7% | +42.7% | +33.0% | +41.4% |
| All | +198.1% | +198.0% | 0.0% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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