+200.6%
W vs IWD
+239.0%
-38.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.6% | -5.6% | -3.5% |
| 7D | -5.6% | -0.9% | -4.7% | -3.5% |
| 30D | +7.5% | +2.6% | +4.9% | +3.4% |
| 3M | +5.4% | +1.2% | +4.2% | +3.9% |
| 6M | +79.4% | +12.1% | +67.3% | +49.8% |
| YTD | +12.9% | +24.1% | -11.2% | -20.9% |
| 1Y | +12.4% | +28.5% | -16.1% | -25.7% |
| 3Y | +128.5% | +79.5% | +49.0% | -5.5% |
| 5Y | -54.0% | +70.3% | -124.3% | -76.6% |
| 10Y | +248.8% | +212.5% | +36.2% | -16.8% |
| All | +200.6% | +239.0% | -38.4% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling