+144.9%
W vs IWD
+198.0%
-53.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.8% |
| 7D | -4.2% | -0.3% | -3.9% | -3.6% |
| 30D | -7.6% | +0.6% | -8.2% | -8.5% |
| 3M | +37.2% | +7.2% | +29.9% | +21.6% |
| 6M | +26.3% | +16.2% | +10.1% | -3.5% |
| YTD | -1.0% | +23.3% | -24.3% | -32.1% |
| 1Y | +20.1% | +29.6% | -9.5% | -24.8% |
| 3Y | +37.8% | +70.5% | -32.7% | -42.0% |
| 5Y | -63.7% | +73.5% | -137.1% | -83.1% |
| All | +144.9% | +198.0% | -53.1% | -51.0% |
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