+200.5%
IWD vs WWD
+479.8%
-279.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -1.6% | -5.1% | +3.5% | -0.1% |
| 3M | +7.0% | -11.2% | +18.2% | +10.4% |
| 6M | +17.0% | -12.0% | +29.0% | +20.3% |
| YTD | +21.6% | +12.0% | +9.6% | +14.7% |
| 1Y | +28.0% | +42.8% | -14.8% | +10.4% |
| 3Y | +70.6% | +168.9% | -98.4% | +14.5% |
| 5Y | +73.3% | +192.2% | -118.9% | +10.0% |
| 10Y | +200.5% | +495.3% | -294.8% | +41.3% |
| All | +200.5% | +479.8% | -279.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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