-41.5%
DIS vs IWF
+73.3%
-114.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -1.1% | +1.5% | -2.6% | -2.2% |
| 30D | +0.1% | -1.3% | +1.4% | +0.9% |
| 3M | +7.1% | +0.1% | +7.0% | +6.3% |
| 6M | +4.3% | +10.3% | -6.0% | -3.9% |
| YTD | -6.9% | +4.2% | -11.1% | -10.6% |
| 1Y | -10.3% | +9.3% | -19.6% | -17.2% |
| 3Y | +32.8% | +79.3% | -46.5% | -20.5% |
| 5Y | -41.5% | +73.8% | -115.2% | -66.2% |
| All | -41.5% | +73.3% | -114.8% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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