-63.1%
W vs IWD
+73.6%
-136.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +4.4% |
| 7D | -4.2% | -0.3% | -3.9% | -3.4% |
| 30D | -7.6% | +0.6% | -8.2% | -9.0% |
| 3M | +37.2% | +7.2% | +29.9% | +14.5% |
| 6M | +26.3% | +16.2% | +10.1% | -15.8% |
| YTD | -1.0% | +23.3% | -24.3% | -44.0% |
| 1Y | +20.1% | +29.6% | -9.5% | -41.0% |
| 3Y | +37.8% | +70.5% | -32.7% | -65.8% |
| All | -63.1% | +73.6% | -136.8% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling