+73.6%
IWD vs WU
-51.1%
+124.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | -0.8% | -1.1% | +0.3% | -0.6% |
| 3M | +8.0% | -1.8% | +9.8% | +7.3% |
| 6M | +18.2% | -23.9% | +42.1% | +24.8% |
| YTD | +22.3% | -20.4% | +42.7% | +27.4% |
| 1Y | +28.9% | -10.6% | +39.5% | +29.4% |
| 3Y | +71.5% | -27.7% | +99.3% | +79.7% |
| 5Y | +73.6% | -51.1% | +124.7% | +99.5% |
| All | +73.6% | -51.1% | +124.7% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling