+303.7%
WMB vs IWD
+198.0%
+105.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.8% |
| 7D | +0.6% | -0.3% | +0.8% | +0.8% |
| 30D | +3.3% | +0.6% | +2.7% | +2.6% |
| 3M | +3.1% | +7.2% | -4.1% | -4.4% |
| 6M | -0.7% | +16.2% | -16.9% | -15.6% |
| YTD | +25.2% | +23.3% | +1.8% | -0.3% |
| 1Y | +32.9% | +29.6% | +3.3% | +0.3% |
| 3Y | +140.6% | +70.5% | +70.1% | +33.9% |
| 5Y | +273.5% | +73.5% | +200.0% | +101.9% |
| All | +303.7% | +198.0% | +105.6% | +15.0% |
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 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