+141.1%
WEC vs IWD
+195.2%
-54.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +0.3% | -0.8% | +1.1% | +0.8% |
| 3M | -2.9% | +8.0% | -11.0% | -7.2% |
| 6M | -5.9% | +18.2% | -24.1% | -14.6% |
| YTD | +4.1% | +22.3% | -18.2% | -7.4% |
| 1Y | +3.1% | +28.9% | -25.8% | -11.1% |
| 3Y | +40.8% | +71.5% | -30.8% | +2.0% |
| 5Y | +31.7% | +73.6% | -41.9% | -6.0% |
| 10Y | +141.1% | +194.7% | -53.6% | +18.3% |
| All | +141.1% | +195.2% | -54.1% | +18.3% |
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