+365.7%
SE vs IWD
+158.0%
+207.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.7% |
| 30D | -20.0% | +2.7% | -22.7% | -22.5% |
| 3M | -31.8% | +0.9% | -32.7% | -32.5% |
| 6M | -15.9% | +10.5% | -26.4% | -25.8% |
| YTD | -40.6% | +23.7% | -64.3% | -54.3% |
| 1Y | -50.7% | +28.7% | -79.4% | -63.9% |
| 3Y | +70.3% | +79.7% | -9.4% | -17.1% |
| 5Y | -78.8% | +69.7% | -148.5% | -88.2% |
| All | +365.7% | +158.0% | +207.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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