+280.9%
WMB vs IWD
+205.2%
+75.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.7% |
| 7D | +1.6% | -0.6% | +2.1% | +2.3% |
| 30D | -7.1% | +3.6% | -10.7% | -10.6% |
| 3M | -4.0% | +2.7% | -6.7% | -6.8% |
| 6M | -5.7% | +13.2% | -18.9% | -17.5% |
| YTD | +17.2% | +26.8% | -9.6% | -9.3% |
| 1Y | +17.2% | +29.3% | -12.1% | -11.2% |
| 3Y | +121.1% | +85.1% | +35.9% | +12.6% |
| 5Y | +197.2% | +74.2% | +123.0% | +60.6% |
| 10Y | +280.9% | +204.6% | +76.3% | +1.2% |
| All | +280.9% | +205.2% | +75.7% | +1.2% |
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