+296.2%
WDAY vs IWD
+380.5%
-84.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.1% |
| 30D | +4.7% | +2.7% | +2.0% | +1.9% |
| 3M | +13.3% | +0.9% | +12.4% | +12.5% |
| 6M | +57.3% | +10.5% | +46.8% | +41.8% |
| YTD | -10.2% | +23.7% | -33.9% | -28.5% |
| 1Y | -14.1% | +28.7% | -42.8% | -34.5% |
| 3Y | -11.7% | +79.7% | -91.4% | -52.7% |
| 5Y | -33.5% | +69.7% | -103.2% | -61.5% |
| 10Y | +133.1% | +211.4% | -78.4% | -31.0% |
| All | +296.2% | +380.5% | -84.4% | -9.0% |
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