+243.6%
W vs IWD
+212.1%
+31.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +0.7% |
| 7D | +3.3% | +1.3% | +2.0% | +1.5% |
| 30D | +10.5% | +3.6% | +6.9% | +4.1% |
| 3M | +9.6% | +2.3% | +7.3% | +5.7% |
| 6M | +76.4% | +13.0% | +63.3% | +43.0% |
| YTD | +16.4% | +26.2% | -9.8% | -23.0% |
| 1Y | +9.3% | +30.5% | -21.1% | -32.0% |
| 3Y | +172.8% | +86.2% | +86.6% | -1.9% |
| 5Y | -53.4% | +72.9% | -126.2% | -78.4% |
| 10Y | +243.6% | +205.0% | +38.6% | -30.4% |
| All | +243.6% | +212.1% | +31.6% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling