+208.9%
W vs IWD
+202.4%
+6.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.8% |
| 7D | -1.7% | +1.7% | -3.4% | -4.7% |
| 30D | +3.2% | +3.2% | 0.0% | -2.1% |
| 3M | +8.3% | +2.3% | +6.0% | +4.6% |
| 6M | +84.3% | +12.9% | +71.4% | +49.8% |
| YTD | +11.0% | +26.2% | -15.2% | -26.6% |
| 1Y | -0.2% | +28.3% | -28.5% | -36.0% |
| 3Y | +157.9% | +84.4% | +73.6% | -5.5% |
| 5Y | -56.8% | +73.0% | -129.8% | -80.0% |
| All | +208.9% | +202.4% | +6.5% | -34.0% |
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