+2,051.7%
WM vs IWD
+731.9%
+1,319.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +3.0% |
| 7D | +4.5% | -0.9% | +5.4% | +5.1% |
| 30D | +16.1% | +2.6% | +13.4% | +14.0% |
| 3M | +8.0% | +1.2% | +6.8% | +7.0% |
| 6M | +8.4% | +12.1% | -3.7% | -0.1% |
| YTD | +11.2% | +24.1% | -12.9% | -4.8% |
| 1Y | +22.3% | +28.5% | -6.2% | +2.2% |
| 3Y | +50.2% | +79.5% | -29.2% | -1.7% |
| 5Y | +63.3% | +70.3% | -7.0% | +9.6% |
| 10Y | +355.0% | +212.5% | +142.5% | +95.3% |
| All | +2,051.7% | +731.9% | +1,319.7% | +329.0% |
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