+134.0%
WFC vs IWD
+212.1%
-78.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | -0.9% |
| 7D | +0.1% | +1.3% | -1.1% | -1.6% |
| 30D | +2.9% | +3.6% | -0.6% | -2.0% |
| 3M | -1.4% | +2.3% | -3.8% | -4.5% |
| 6M | +14.3% | +13.0% | +1.3% | -3.7% |
| YTD | -6.2% | +26.2% | -32.4% | -32.3% |
| 1Y | +1.6% | +30.5% | -28.9% | -30.0% |
| 3Y | +126.9% | +86.2% | +40.7% | -4.0% |
| 5Y | +94.0% | +72.9% | +21.1% | -7.7% |
| 10Y | +134.0% | +205.0% | -71.0% | -54.4% |
| All | +134.0% | +212.1% | -78.0% | -54.4% |
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