+581.8%
WMB vs IWD
+726.5%
-144.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.0% |
| 7D | +0.6% | -0.3% | +0.8% | +0.9% |
| 30D | +3.3% | +0.6% | +2.7% | +2.3% |
| 3M | +3.1% | +7.2% | -4.1% | -6.7% |
| 6M | -0.7% | +16.2% | -16.9% | -19.8% |
| YTD | +25.2% | +23.3% | +1.8% | -7.0% |
| 1Y | +32.9% | +29.6% | +3.3% | -8.0% |
| 3Y | +140.6% | +70.5% | +70.1% | +12.2% |
| 5Y | +273.5% | +73.5% | +200.0% | +66.1% |
| 10Y | +334.2% | +198.3% | +135.9% | -12.7% |
| All | +581.8% | +726.5% | -144.7% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling