+232.1%
W vs IWD
+207.5%
+24.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.8% |
| 7D | -3.6% | -0.5% | -3.1% | -2.2% |
| 30D | +7.0% | +2.7% | +4.3% | +2.5% |
| 3M | +7.4% | +0.9% | +6.5% | +6.4% |
| 6M | +69.3% | +10.5% | +58.8% | +43.1% |
| YTD | +11.3% | +23.7% | -12.4% | -23.6% |
| 1Y | +13.2% | +28.7% | -15.5% | -27.8% |
| 3Y | +142.0% | +79.7% | +62.3% | -7.0% |
| 5Y | -54.6% | +69.7% | -124.3% | -78.2% |
| All | +232.1% | +207.5% | +24.6% | -37.8% |
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