+298.2%
WBD vs IWD
+515.4%
-217.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.5% |
| 30D | +8.8% | +0.6% | +8.2% | +8.1% |
| 3M | +4.6% | +7.2% | -2.6% | -3.0% |
| 6M | +1.1% | +16.2% | -15.1% | -14.2% |
| YTD | -2.0% | +23.3% | -25.3% | -22.0% |
| 1Y | +140.0% | +29.6% | +110.4% | +81.5% |
| 3Y | +144.4% | +70.5% | +73.9% | +44.8% |
| 5Y | -0.2% | +73.5% | -73.7% | -39.8% |
| 10Y | +9.1% | +198.3% | -189.2% | -60.8% |
| All | +298.2% | +515.4% | -217.2% | -24.5% |
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