+202.4%
IWD vs WU
-35.7%
+238.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +1.6% | +11.0% | -9.5% | -1.9% |
| 30D | +3.6% | +13.4% | -9.8% | -0.7% |
| 3M | +2.0% | +2.2% | -0.2% | +0.8% |
| 6M | +13.1% | -18.2% | +31.3% | +18.8% |
| YTD | +26.2% | -18.3% | +44.5% | +31.8% |
| 1Y | +29.6% | -12.2% | +41.7% | +31.6% |
| 3Y | +84.3% | -20.8% | +105.1% | +89.6% |
| 5Y | +73.4% | -42.6% | +116.0% | +98.0% |
| 10Y | +202.4% | -35.5% | +237.9% | +224.2% |
| All | +202.4% | -35.7% | +238.1% | +224.2% |
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