+2,186.7%
WEC vs IWD
+726.5%
+1,460.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | -3.9% | +7.2% | -11.1% | -7.4% |
| 6M | -8.3% | +16.2% | -24.5% | -15.2% |
| YTD | +3.1% | +23.3% | -20.3% | -7.6% |
| 1Y | +1.9% | +29.6% | -27.6% | -10.9% |
| 3Y | +41.9% | +70.5% | -28.5% | +7.3% |
| 5Y | +30.8% | +73.5% | -42.7% | -2.5% |
| 10Y | +141.9% | +198.3% | -56.4% | +34.3% |
| All | +2,186.7% | +726.5% | +1,460.2% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling