+177.1%
W vs IWD
+85.5%
+91.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +0.4% |
| 7D | -7.4% | -0.6% | -6.8% | -5.6% |
| 30D | +7.8% | +3.6% | +4.2% | -1.5% |
| 3M | +10.9% | +2.7% | +8.2% | +3.9% |
| 6M | +86.4% | +13.2% | +73.2% | +35.7% |
| YTD | +14.0% | +26.8% | -12.8% | -39.6% |
| 1Y | +3.5% | +29.3% | -25.7% | -48.1% |
| All | +177.1% | +85.5% | +91.6% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling