+745.7%
IWD vs WWD
+10,574.8%
-9,829.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | +3.6% | -0.4% | +4.0% | +3.4% |
| 3M | +2.0% | -6.1% | +8.1% | +3.4% |
| 6M | +13.1% | -9.5% | +22.6% | +15.1% |
| YTD | +26.2% | +10.8% | +15.4% | +19.9% |
| 1Y | +29.6% | +23.5% | +6.0% | +18.7% |
| 3Y | +84.3% | +151.3% | -66.9% | +33.3% |
| 5Y | +73.4% | +187.8% | -114.4% | +18.1% |
| 10Y | +202.5% | +461.1% | -258.7% | +59.0% |
| All | +745.7% | +10,574.8% | -9,829.1% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling