+219.5%
WBD vs IWD
+382.6%
-163.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +26.7% | -0.3% | +27.0% | +27.1% |
| 3M | +91.1% | +5.5% | +85.7% | +81.1% |
| 6M | +164.8% | +12.2% | +152.7% | +135.3% |
| YTD | +114.5% | +11.9% | +102.6% | +95.4% |
| 1Y | +141.9% | +7.1% | +134.8% | +130.8% |
| 3Y | +120.7% | +44.7% | +76.1% | +60.3% |
| 5Y | +8.3% | +83.0% | -74.7% | -36.3% |
| 10Y | -21.9% | +150.9% | -172.7% | -65.5% |
| All | +219.5% | +382.6% | -163.0% | -21.0% |
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