+129.7%
WMT vs IWD
+73.8%
+55.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -5.0% | -0.8% | -4.2% | -4.5% |
| 3M | -11.3% | +8.0% | -19.3% | -14.9% |
| 6M | -13.8% | +18.2% | -32.0% | -21.3% |
| YTD | -4.2% | +22.3% | -26.5% | -14.3% |
| 1Y | +4.6% | +28.9% | -24.3% | -9.2% |
| 3Y | +100.5% | +71.5% | +28.9% | +49.1% |
| 5Y | +129.7% | +73.6% | +56.1% | +68.5% |
| All | +129.7% | +73.8% | +55.8% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling