+434.9%
IWD vs WU
-20.5%
+455.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.3% | +9.1% | -7.8% | -2.2% |
| 30D | +3.6% | +12.1% | -8.5% | -1.0% |
| 3M | +2.3% | +0.3% | +2.0% | +1.6% |
| 6M | +13.0% | -19.1% | +32.2% | +19.8% |
| YTD | +26.2% | -19.2% | +45.4% | +32.8% |
| 1Y | +30.5% | -15.3% | +45.7% | +34.5% |
| 3Y | +86.2% | -21.3% | +107.5% | +92.4% |
| 5Y | +72.9% | -41.7% | +114.5% | +95.7% |
| 10Y | +205.0% | -36.0% | +241.0% | +220.8% |
| All | +434.9% | -20.5% | +455.4% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling