+74.2%
IWD vs WTW
+42.3%
+31.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.3% | -7.8% | +5.5% | -0.1% |
| 30D | -1.8% | -7.9% | +6.1% | +0.4% |
| 3M | +8.0% | +19.9% | -11.9% | +2.2% |
| 6M | +17.0% | +9.8% | +7.2% | +13.0% |
| YTD | +21.3% | -3.3% | +24.6% | +21.7% |
| 1Y | +27.9% | -3.3% | +31.2% | +28.1% |
| 3Y | +70.1% | +61.5% | +8.5% | +35.5% |
| 5Y | +74.2% | +42.6% | +31.6% | +40.8% |
| All | +74.2% | +42.3% | +31.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling