+345.7%
WM vs IWD
+208.6%
+137.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.9% |
| 7D | +4.5% | -0.9% | +5.4% | +5.0% |
| 30D | +16.1% | +2.6% | +13.4% | +14.1% |
| 3M | +8.0% | +1.2% | +6.8% | +7.1% |
| 6M | +8.4% | +12.1% | -3.7% | +0.3% |
| YTD | +11.2% | +24.1% | -12.9% | -4.0% |
| 1Y | +22.3% | +28.5% | -6.2% | +3.1% |
| 3Y | +50.2% | +79.5% | -29.2% | -0.5% |
| 5Y | +63.3% | +70.3% | -7.0% | +11.1% |
| All | +345.7% | +208.6% | +137.1% | +105.4% |
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