+201.7%
IWD vs WU
-38.9%
+240.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.2% |
| 7D | +2.3% | -2.0% | +4.3% | +2.9% |
| 30D | +3.6% | +11.4% | -7.8% | -0.2% |
| 3M | +2.2% | -6.8% | +9.0% | +4.0% |
| 6M | +13.0% | -14.6% | +27.6% | +16.8% |
| YTD | +26.5% | -20.6% | +47.2% | +33.3% |
| 1Y | +30.1% | -15.4% | +45.5% | +33.8% |
| 3Y | +84.9% | -23.6% | +108.5% | +92.4% |
| 5Y | +73.4% | -43.4% | +116.7% | +98.4% |
| All | +201.7% | -38.9% | +240.6% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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