+433.7%
WMT vs IWD
+195.0%
+238.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -0.2% | -1.2% | +0.9% | +0.4% |
| 30D | -5.8% | -1.6% | -4.2% | -5.0% |
| 3M | -10.8% | +7.0% | -17.8% | -13.8% |
| 6M | -14.3% | +17.0% | -31.3% | -21.0% |
| YTD | -4.4% | +21.6% | -26.0% | -13.6% |
| 1Y | +4.3% | +28.0% | -23.7% | -8.2% |
| 3Y | +100.1% | +70.6% | +29.5% | +51.9% |
| 5Y | +130.8% | +73.3% | +57.5% | +72.6% |
| 10Y | +433.7% | +200.5% | +233.2% | +195.6% |
| All | +433.7% | +195.0% | +238.7% | +195.6% |
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