+210.1%
W vs IWD
+203.0%
+7.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | 0.0% |
| 7D | +0.2% | +2.3% | -2.1% | -4.0% |
| 30D | +6.8% | +3.6% | +3.2% | +0.6% |
| 3M | +10.7% | +2.2% | +8.5% | +7.2% |
| 6M | +86.3% | +13.0% | +73.4% | +51.4% |
| YTD | +11.5% | +26.5% | -15.1% | -26.6% |
| 1Y | +5.1% | +30.1% | -25.0% | -34.4% |
| 3Y | +171.0% | +84.9% | +86.1% | -1.2% |
| 5Y | -56.6% | +73.4% | -130.0% | -80.0% |
| All | +210.1% | +203.0% | +7.1% | -34.1% |
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 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