+283.3%
WMB vs IWD
+202.4%
+80.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +8.1% | +1.7% | +6.4% | +6.3% |
| 30D | -6.9% | +3.2% | -10.1% | -10.0% |
| 3M | -5.1% | +2.3% | -7.4% | -7.5% |
| 6M | -5.7% | +12.9% | -18.7% | -17.3% |
| YTD | +18.1% | +26.2% | -8.2% | -8.3% |
| 1Y | +18.4% | +28.3% | -9.9% | -9.6% |
| 3Y | +122.7% | +84.4% | +38.3% | +13.9% |
| 5Y | +202.0% | +73.0% | +129.1% | +64.4% |
| All | +283.3% | +202.4% | +80.9% | +2.8% |
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 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