+29.5%
WAT vs IWD
+73.1%
-43.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | +2.0% | +1.7% | +0.3% | 0.0% |
| 30D | +7.7% | +3.2% | +4.5% | +3.6% |
| 3M | +11.1% | +2.3% | +8.8% | +8.0% |
| 6M | +31.2% | +12.9% | +18.3% | +12.7% |
| YTD | +21.7% | +26.2% | -4.6% | -8.8% |
| 1Y | +19.3% | +28.3% | -9.0% | -12.2% |
| 3Y | +80.6% | +84.4% | -3.8% | -12.5% |
| 5Y | +29.5% | +73.0% | -43.4% | -31.9% |
| All | +29.5% | +73.1% | -43.6% | -31.9% |
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