+22.5%
WMT vs IWD
+30.1%
-7.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.6% |
| 3M | +11.2% | +2.7% | +8.6% | +10.0% |
| 6M | -1.3% | +13.2% | -14.5% | -4.7% |
| YTD | +13.5% | +26.8% | -13.2% | +6.5% |
| 1Y | +22.5% | +29.3% | -6.8% | +16.0% |
| All | +22.5% | +30.1% | -7.5% | +16.0% |
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