+195.5%
IWD vs WY
+7.2%
+188.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | -2.3% | -3.7% | +1.3% | -0.9% |
| 30D | -1.8% | -11.3% | +9.5% | +2.8% |
| 3M | +8.0% | -8.1% | +16.2% | +11.1% |
| 6M | +17.0% | -7.4% | +24.4% | +19.6% |
| YTD | +21.3% | -4.7% | +26.0% | +22.1% |
| 1Y | +27.9% | -9.2% | +37.1% | +31.0% |
| 3Y | +70.1% | -24.7% | +94.8% | +84.5% |
| 5Y | +74.2% | -21.6% | +95.7% | +82.8% |
| All | +195.5% | +7.2% | +188.2% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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