+653.4%
WDC vs IWD
+212.1%
+441.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +6.8% |
| 7D | -14.4% | +1.3% | -15.7% | -15.6% |
| 30D | -27.1% | +3.6% | -30.6% | -30.5% |
| 3M | -33.3% | +2.3% | -35.6% | -35.6% |
| 6M | -39.6% | +13.0% | -52.6% | -49.9% |
| YTD | +68.4% | +26.2% | +42.2% | +20.4% |
| 1Y | +78.2% | +30.5% | +47.7% | +21.6% |
| 3Y | +772.0% | +86.2% | +685.8% | +257.0% |
| 5Y | +584.9% | +72.9% | +512.0% | +220.7% |
| 10Y | +653.4% | +205.0% | +448.4% | +78.5% |
| All | +653.4% | +212.1% | +441.4% | +78.5% |
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 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