+13.7%
WBD vs IWD
+195.0%
-181.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | 0.0% |
| 7D | -1.7% | -1.2% | -0.5% | -0.3% |
| 30D | +3.9% | -1.6% | +5.5% | +6.0% |
| 3M | +5.1% | +7.0% | -1.9% | -3.6% |
| 6M | +0.6% | +17.0% | -16.4% | -17.7% |
| YTD | -3.2% | +21.6% | -24.8% | -24.8% |
| 1Y | +127.7% | +28.0% | +99.7% | +66.0% |
| 3Y | +146.6% | +70.6% | +76.0% | +32.8% |
| 5Y | +4.2% | +73.3% | -69.2% | -42.9% |
| 10Y | +13.7% | +200.5% | -186.8% | -62.2% |
| All | +13.7% | +195.0% | -181.3% | -62.2% |
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