+651.9%
IWD vs WTW
+1,139.1%
-487.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | -0.2% | -2.7% | +2.6% | +0.9% |
| 30D | -0.8% | -5.6% | +4.9% | +1.3% |
| 3M | +8.0% | +26.5% | -18.5% | -1.6% |
| 6M | +18.2% | +8.1% | +10.0% | +13.3% |
| YTD | +22.3% | -0.3% | +22.6% | +20.2% |
| 1Y | +28.9% | -0.9% | +29.7% | +26.6% |
| 3Y | +71.5% | +66.6% | +4.9% | +35.5% |
| 5Y | +73.6% | +54.0% | +19.6% | +39.9% |
| 10Y | +194.7% | +198.1% | -3.4% | +80.2% |
| All | +651.9% | +1,139.1% | -487.2% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling