+940.7%
WAT vs IWD
+728.9%
+211.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | -1.1% | -0.5% | -0.6% | -0.7% |
| 30D | +5.0% | +2.7% | +2.3% | +2.6% |
| 3M | +14.5% | +0.9% | +13.6% | +13.6% |
| 6M | +30.9% | +10.5% | +20.4% | +19.7% |
| YTD | +20.5% | +23.7% | -3.2% | 0.0% |
| 1Y | +23.3% | +28.7% | -5.4% | -1.1% |
| 3Y | +81.5% | +79.7% | +1.8% | +10.5% |
| 5Y | +33.4% | +69.7% | -36.3% | -13.9% |
| 10Y | +231.5% | +211.4% | +20.1% | +26.4% |
| All | +940.7% | +728.9% | +211.8% | +58.3% |
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