+89.5%
WAT vs IWD
+84.7%
+4.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +3.4% | +1.6% | +1.8% | +1.2% |
| 30D | +9.6% | +3.6% | +6.0% | +4.5% |
| 3M | +15.5% | +2.0% | +13.4% | +12.3% |
| 6M | +33.9% | +13.1% | +20.8% | +12.6% |
| YTD | +25.2% | +26.2% | -1.0% | -9.6% |
| 1Y | +26.3% | +29.6% | -3.3% | -12.1% |
| All | +89.5% | +84.7% | +4.8% | -21.5% |
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 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