+27.4%
WMT vs IWD
+33.0%
-5.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.4% |
| 7D | +8.8% | +2.5% | +6.2% | +7.6% |
| 30D | +22.9% | +6.0% | +17.0% | +20.2% |
| 3M | +16.1% | +3.8% | +12.3% | +14.4% |
| 6M | -0.5% | +16.3% | -16.8% | -5.1% |
| YTD | +16.7% | +27.5% | -10.8% | +9.3% |
| 1Y | +27.4% | +32.8% | -5.4% | +21.3% |
| All | +27.4% | +33.0% | -5.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling