+682.0%
WDC vs IWD
+202.4%
+479.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | +16.3% | +1.7% | +14.6% | +13.6% |
| 30D | -18.3% | +3.2% | -21.5% | -21.7% |
| 3M | -31.4% | +2.3% | -33.7% | -33.8% |
| 6M | -36.3% | +12.9% | -49.2% | -47.1% |
| YTD | +80.8% | +26.2% | +54.6% | +29.3% |
| 1Y | +87.7% | +28.3% | +59.4% | +31.4% |
| 3Y | +819.4% | +84.4% | +735.1% | +281.8% |
| 5Y | +583.2% | +73.0% | +510.2% | +219.5% |
| All | +682.0% | +202.4% | +479.6% | +73.1% |
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