+525.5%
WMT vs IWD
+205.2%
+320.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +11.1% | +3.6% | +7.5% | +9.2% |
| 3M | +11.2% | +2.7% | +8.6% | +9.8% |
| 6M | -1.3% | +13.2% | -14.5% | -7.4% |
| YTD | +13.5% | +26.8% | -13.2% | +0.5% |
| 1Y | +22.5% | +29.3% | -6.8% | +7.3% |
| 3Y | +134.1% | +85.1% | +49.0% | +70.8% |
| 5Y | +170.3% | +74.2% | +96.1% | +101.7% |
| 10Y | +525.5% | +204.6% | +320.9% | +263.7% |
| All | +525.5% | +205.2% | +320.2% | +263.7% |
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