+9.2%
WBD vs IWD
+188.1%
-178.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +75.7% | +129.8% | +35.5% |
| 7D | +205.5% | +75.7% | +129.8% | +35.5% |
| 30D | +205.5% | +75.7% | +129.8% | +35.5% |
| 3M | +205.5% | +75.7% | +129.8% | +35.5% |
| 6M | +205.5% | +75.7% | +129.8% | +35.5% |
| YTD | +205.5% | +75.7% | +129.8% | +35.5% |
| 1Y | +205.5% | +75.7% | +129.8% | +35.5% |
| 3Y | +206.7% | +77.9% | +128.9% | +34.9% |
| 5Y | +18.4% | +73.2% | -54.8% | -44.3% |
| All | +9.2% | +188.1% | -178.9% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling