+1,245.5%
WDC vs IWD
+195.2%
+1,050.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +3.4% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +9.9% | -0.8% | +10.7% | +10.9% |
| 3M | -9.4% | +8.0% | -17.4% | -20.0% |
| 6M | +94.7% | +18.2% | +76.5% | +52.0% |
| YTD | +177.4% | +22.3% | +155.0% | +107.5% |
| 1Y | +412.6% | +28.9% | +383.7% | +255.3% |
| 3Y | +1,359.8% | +71.5% | +1,288.2% | +573.7% |
| 5Y | +992.6% | +73.6% | +919.0% | +409.3% |
| 10Y | +1,245.5% | +194.7% | +1,050.8% | +233.4% |
| All | +1,245.5% | +195.2% | +1,050.3% | +233.4% |
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