+831.1%
WAT vs IWD
+726.5%
+104.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.0% |
| 30D | +2.3% | +0.6% | +1.8% | +1.9% |
| 3M | +8.7% | +7.2% | +1.5% | +2.2% |
| 6M | +28.3% | +16.2% | +12.1% | +12.6% |
| YTD | +7.8% | +23.3% | -15.6% | -10.3% |
| 1Y | +36.6% | +29.6% | +7.0% | +8.9% |
| 3Y | +45.7% | +70.5% | -24.8% | -7.1% |
| 5Y | -3.3% | +73.5% | -76.8% | -38.8% |
| 10Y | +162.1% | +198.3% | -36.2% | +3.7% |
| All | +831.1% | +726.5% | +104.6% | +42.0% |
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 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