+264.5%
WMB vs IWD
+207.5%
+57.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -13.8% | -0.5% | -13.3% | -13.6% |
| 30D | -10.3% | +2.7% | -13.0% | -12.9% |
| 3M | -10.1% | +0.9% | -10.9% | -11.2% |
| 6M | -11.8% | +10.5% | -22.4% | -21.1% |
| YTD | +8.9% | +23.7% | -14.8% | -13.6% |
| 1Y | +14.0% | +28.7% | -14.8% | -13.4% |
| 3Y | +100.5% | +79.7% | +20.8% | +5.2% |
| 5Y | +179.5% | +69.7% | +109.8% | +55.0% |
| All | +264.5% | +207.5% | +57.0% | -8.8% |
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