+212.9%
WELL vs IWD
+73.6%
+139.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -0.1% | +0.6% | -0.7% | -0.5% |
| 3M | +18.0% | +7.2% | +10.8% | +11.9% |
| 6M | +15.0% | +16.2% | -1.2% | +2.6% |
| YTD | +28.6% | +23.3% | +5.3% | +9.5% |
| 1Y | +42.9% | +29.6% | +13.4% | +16.9% |
| 3Y | +203.0% | +70.5% | +132.6% | +94.0% |
| All | +212.9% | +73.6% | +139.2% | +96.9% |
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