+57.8%
WEC vs IWD
+69.5%
-11.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.6% |
| 7D | +3.2% | -0.9% | +4.1% | +3.7% |
| 30D | +14.7% | +2.6% | +12.0% | +13.0% |
| 3M | +10.2% | +1.2% | +9.0% | +9.5% |
| 6M | +4.5% | +12.1% | -7.6% | -1.9% |
| YTD | +15.1% | +24.1% | -9.0% | +2.0% |
| 1Y | +9.4% | +28.5% | -19.1% | -5.0% |
| 3Y | +56.9% | +79.5% | -22.6% | +10.2% |
| All | +57.8% | +69.5% | -11.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling