+455.3%
WELL vs IWD
+212.1%
+243.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -1.1% |
| 7D | +3.5% | +1.3% | +2.2% | +2.1% |
| 30D | +9.7% | +3.6% | +6.1% | +5.8% |
| 3M | +4.8% | +2.3% | +2.5% | +2.2% |
| 6M | +16.1% | +13.0% | +3.0% | +1.9% |
| YTD | +34.7% | +26.2% | +8.5% | +5.2% |
| 1Y | +31.9% | +30.5% | +1.5% | -0.7% |
| 3Y | +209.9% | +86.2% | +123.7% | +55.2% |
| 5Y | +226.5% | +72.9% | +153.6% | +76.8% |
| 10Y | +455.3% | +205.0% | +250.2% | +98.4% |
| All | +455.3% | +212.1% | +243.2% | +98.4% |
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