-53.1%
W vs IWD
+74.1%
-127.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +10.9% | +2.7% | +8.2% | +3.8% |
| 6M | +86.4% | +13.2% | +73.2% | +35.0% |
| YTD | +14.0% | +26.8% | -12.8% | -40.2% |
| 1Y | +3.5% | +29.3% | -25.7% | -48.7% |
| 3Y | +164.8% | +85.1% | +79.6% | -48.9% |
| 5Y | -53.1% | +74.2% | -127.3% | -87.9% |
| All | -53.1% | +74.1% | -127.2% | -87.9% |
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 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