+46.2%
WM vs IWD
+78.7%
-32.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +13.1% | +2.7% | +10.4% | +12.0% |
| 3M | +3.6% | +0.9% | +2.7% | +3.2% |
| 6M | +8.1% | +10.5% | -2.5% | +4.1% |
| YTD | +8.9% | +23.7% | -14.8% | +0.1% |
| 1Y | +20.3% | +28.7% | -8.4% | +8.6% |
| 3Y | +46.2% | +79.7% | -33.5% | +17.1% |
| All | +46.2% | +78.7% | -32.6% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling