+75.0%
IWF vs WAB
+164.6%
-89.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -1.8% | -5.9% | +4.0% | +0.5% |
| 3M | +1.5% | +9.4% | -7.9% | -3.1% |
| 6M | +7.7% | +13.8% | -6.1% | +0.4% |
| YTD | +2.7% | +31.8% | -29.0% | -11.1% |
| 1Y | +6.8% | +48.5% | -41.8% | -13.3% |
| All | +75.0% | +164.6% | -89.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling