+129.3%
WFC vs IWD
+73.6%
+55.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.8% |
| 7D | +3.8% | -0.3% | +4.1% | +4.1% |
| 30D | +1.5% | +0.6% | +0.9% | +0.7% |
| 3M | +10.9% | +7.2% | +3.6% | +0.9% |
| 6M | +8.4% | +16.2% | -7.8% | -11.4% |
| YTD | -1.9% | +23.3% | -25.2% | -26.0% |
| 1Y | +12.3% | +29.6% | -17.2% | -20.6% |
| 3Y | +132.3% | +70.5% | +61.9% | +16.0% |
| All | +129.3% | +73.6% | +55.7% | +15.1% |
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