+374.9%
IWF vs DOC
+15.7%
+359.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -5.0% | +6.5% | -11.4% | -6.7% |
| 30D | -13.2% | +9.2% | -22.4% | -15.6% |
| 3M | -9.4% | -2.5% | -6.9% | -9.0% |
| 6M | -8.6% | +7.1% | -15.6% | -11.0% |
| YTD | -5.3% | +33.0% | -38.3% | -14.5% |
| 1Y | -5.0% | +23.3% | -28.2% | -12.2% |
| 3Y | +64.6% | +44.9% | +19.7% | +41.2% |
| 5Y | +50.8% | -21.6% | +72.4% | +57.7% |
| All | +374.9% | +15.7% | +359.2% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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