+22.3%
WM vs IWD
+29.3%
-7.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | +4.5% | -0.9% | +5.4% | +4.5% |
| 30D | +16.1% | +2.6% | +13.4% | +15.7% |
| 3M | +8.0% | +1.2% | +6.8% | +7.8% |
| 6M | +8.4% | +12.1% | -3.7% | +8.0% |
| YTD | +11.2% | +24.1% | -12.9% | +8.6% |
| 1Y | +22.3% | +28.5% | -6.2% | +18.8% |
| All | +22.3% | +29.3% | -7.0% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling