+185.7%
WEC vs IWD
+212.1%
-26.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | 0.0% |
| 7D | +0.2% | +1.3% | -1.0% | -0.5% |
| 30D | +12.9% | +3.6% | +9.3% | +10.7% |
| 3M | +9.8% | +2.3% | +7.5% | +8.3% |
| 6M | +6.7% | +13.0% | -6.3% | -0.5% |
| YTD | +14.0% | +26.2% | -12.2% | -0.4% |
| 1Y | +7.3% | +30.5% | -23.1% | -8.0% |
| 3Y | +63.8% | +86.2% | -22.4% | +13.2% |
| 5Y | +54.8% | +72.9% | -18.1% | +10.9% |
| 10Y | +185.7% | +205.0% | -19.3% | +47.0% |
| All | +185.7% | +212.1% | -26.4% | +47.0% |
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 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