+259.9%
WMB vs IWD
+212.1%
+47.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.7% |
| 7D | -6.7% | +1.3% | -7.9% | -8.0% |
| 30D | -8.6% | +3.6% | -12.1% | -12.0% |
| 3M | -4.9% | +2.3% | -7.3% | -7.4% |
| 6M | -6.3% | +13.0% | -19.3% | -17.9% |
| YTD | +13.0% | +26.2% | -13.2% | -12.2% |
| 1Y | +14.9% | +30.5% | -15.5% | -13.8% |
| 3Y | +113.4% | +86.2% | +27.2% | +8.0% |
| 5Y | +190.2% | +72.9% | +117.3% | +58.1% |
| 10Y | +259.9% | +205.0% | +54.8% | -4.6% |
| All | +259.9% | +212.1% | +47.8% | -4.6% |
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