+770.0%
WDC vs IWD
+85.1%
+684.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.4% |
| 7D | +12.1% | +2.3% | +9.8% | +8.0% |
| 30D | -18.8% | +3.6% | -22.4% | -23.1% |
| 3M | -39.3% | +2.2% | -41.5% | -41.5% |
| 6M | -40.1% | +13.0% | -53.1% | -52.0% |
| YTD | +71.8% | +26.5% | +45.3% | +15.5% |
| 1Y | +88.5% | +30.1% | +58.3% | +21.6% |
| 3Y | +770.0% | +84.9% | +685.1% | +264.6% |
| All | +770.0% | +85.1% | +684.8% | +264.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling