+200.5%
IWD vs WU
-40.9%
+241.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.2% | -4.9% | +3.8% | +0.4% |
| 30D | -1.6% | -1.3% | -0.4% | -1.3% |
| 3M | +7.0% | -3.6% | +10.6% | +6.6% |
| 6M | +17.0% | -24.3% | +41.3% | +26.3% |
| YTD | +21.6% | -21.1% | +42.7% | +28.9% |
| 1Y | +28.0% | -10.3% | +38.3% | +28.5% |
| 3Y | +70.6% | -28.4% | +98.9% | +82.0% |
| 5Y | +73.3% | -51.2% | +124.5% | +112.1% |
| 10Y | +200.5% | -39.6% | +240.1% | +229.1% |
| All | +200.5% | -40.9% | +241.4% | +229.1% |
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