+148.4%
WBD vs IWD
+71.7%
+76.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +1.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | +5.0% | -0.8% | +5.8% | +6.4% |
| 3M | +6.2% | +8.0% | -1.8% | -7.8% |
| 6M | +0.6% | +18.2% | -17.6% | -26.6% |
| YTD | -2.4% | +22.3% | -24.8% | -34.1% |
| 1Y | +127.7% | +28.9% | +98.8% | +38.0% |
| 3Y | +148.4% | +71.5% | +76.9% | -28.2% |
| All | +148.4% | +71.7% | +76.7% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling