+69.3%
IWD vs WWD
+170.1%
-100.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.2% |
| 7D | -0.5% | +4.2% | -4.6% | -1.6% |
| 30D | +2.7% | -2.1% | +4.8% | +3.0% |
| 3M | +0.9% | -13.2% | +14.1% | +4.1% |
| 6M | +10.5% | -16.9% | +27.4% | +14.7% |
| YTD | +23.7% | +5.2% | +18.5% | +19.3% |
| 1Y | +28.7% | +20.6% | +8.1% | +18.9% |
| 3Y | +79.7% | +146.3% | -66.6% | +29.4% |
| All | +69.3% | +170.1% | -100.8% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling