+1,844.4%
WM vs IWD
+726.5%
+1,117.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -2.4% | +0.6% | -3.0% | -2.8% |
| 3M | +0.4% | +7.2% | -6.8% | -4.5% |
| 6M | -9.5% | +16.2% | -25.7% | -18.8% |
| YTD | +0.5% | +23.3% | -22.8% | -13.5% |
| 1Y | -1.1% | +29.6% | -30.7% | -17.8% |
| 3Y | +46.0% | +70.5% | -24.4% | -0.9% |
| 5Y | +51.8% | +73.5% | -21.7% | +0.6% |
| 10Y | +307.5% | +198.3% | +109.2% | +80.8% |
| All | +1,844.4% | +726.5% | +1,117.9% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling