+837.6%
WMT vs IWD
+726.5%
+111.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | -4.4% | +0.6% | -5.0% | -4.7% |
| 3M | -8.8% | +7.2% | -16.0% | -12.3% |
| 6M | -15.6% | +16.2% | -31.8% | -22.5% |
| YTD | -3.2% | +23.3% | -26.6% | -14.0% |
| 1Y | +7.0% | +29.6% | -22.5% | -7.6% |
| 3Y | +105.3% | +70.5% | +34.8% | +51.6% |
| 5Y | +129.3% | +73.5% | +55.8% | +66.3% |
| 10Y | +423.9% | +198.3% | +225.6% | +171.2% |
| All | +837.6% | +726.5% | +111.1% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling