+100.5%
WMB vs IWD
+78.7%
+21.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -13.8% | -0.5% | -13.3% | -13.6% |
| 30D | -10.3% | +2.7% | -13.0% | -11.9% |
| 3M | -10.1% | +0.9% | -10.9% | -10.7% |
| 6M | -11.8% | +10.5% | -22.4% | -18.0% |
| YTD | +8.9% | +23.7% | -14.8% | -7.0% |
| 1Y | +14.0% | +28.7% | -14.8% | -5.8% |
| 3Y | +100.5% | +79.7% | +20.8% | +25.1% |
| All | +100.5% | +78.7% | +21.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling