+220.4%
W vs IWD
+205.2%
+15.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +0.8% |
| 7D | -7.4% | -0.6% | -6.8% | -6.1% |
| 30D | +7.8% | +3.6% | +4.2% | +1.5% |
| 3M | +10.9% | +2.7% | +8.2% | +6.3% |
| 6M | +86.4% | +13.2% | +73.2% | +50.8% |
| YTD | +14.0% | +26.8% | -12.8% | -25.3% |
| 1Y | +3.5% | +29.3% | -25.7% | -34.5% |
| 3Y | +164.8% | +85.1% | +79.6% | -3.8% |
| 5Y | -53.1% | +74.2% | -127.3% | -78.5% |
| 10Y | +220.4% | +204.6% | +15.9% | -32.9% |
| All | +220.4% | +205.2% | +15.2% | -32.9% |
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