-3.2%
WAT vs IWD
+73.6%
-76.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.2% |
| 7D | -1.3% | -0.3% | -1.0% | -0.9% |
| 30D | +2.3% | +0.6% | +1.8% | +1.7% |
| 3M | +8.7% | +7.2% | +1.5% | -0.2% |
| 6M | +28.3% | +16.2% | +12.1% | +6.9% |
| YTD | +7.8% | +23.3% | -15.6% | -16.5% |
| 1Y | +36.6% | +29.6% | +7.0% | -0.4% |
| 3Y | +45.7% | +70.5% | -24.8% | -21.8% |
| All | -3.2% | +73.6% | -76.8% | -49.0% |
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