+29.6%
IWD vs WWD
+25.3%
+4.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.4% |
| 7D | +1.3% | +4.2% | -2.9% | +0.7% |
| 30D | +3.6% | -0.8% | +4.4% | +3.6% |
| 3M | +2.3% | -8.2% | +10.5% | +3.3% |
| 6M | +13.0% | -9.8% | +22.9% | +13.8% |
| YTD | +26.2% | +10.4% | +15.8% | +23.7% |
| All | +29.6% | +25.3% | +4.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling