-64.8%
SPCH vs IWD
+6.0%
-70.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.4% | +17.2% | +17.4% |
| 7D | -3.0% | -0.5% | -2.6% | +0.4% |
| 30D | -39.8% | +2.7% | -42.5% | -40.8% |
| 3M | +16.8% | +0.9% | +15.9% | +17.4% |
| All | -64.8% | +6.0% | -70.7% | -61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling