+123.9%
WDAY vs IWD
+212.1%
-88.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -3.3% |
| 7D | -4.0% | +1.3% | -5.3% | -5.3% |
| 30D | +1.9% | +3.6% | -1.6% | -1.6% |
| 3M | +5.9% | +2.3% | +3.6% | +3.6% |
| 6M | +48.8% | +13.0% | +35.8% | +32.0% |
| YTD | -11.4% | +26.2% | -37.6% | -30.2% |
| 1Y | -15.5% | +30.5% | -46.0% | -35.6% |
| 3Y | -15.6% | +86.2% | -101.8% | -55.1% |
| 5Y | -35.2% | +72.9% | -108.1% | -62.3% |
| 10Y | +123.9% | +205.0% | -81.2% | -24.4% |
| All | +123.9% | +212.1% | -88.2% | -24.4% |
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