+73.6%
IWF vs WAB
+224.0%
-150.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -1.4% | -4.6% | +3.2% | +0.8% |
| 3M | +0.4% | +5.6% | -5.2% | -3.0% |
| 6M | +8.5% | +13.8% | -5.3% | +0.3% |
| YTD | +3.7% | +31.9% | -28.2% | -11.6% |
| 1Y | +8.5% | +48.3% | -39.8% | -13.4% |
| 3Y | +78.5% | +167.1% | -88.6% | +1.8% |
| 5Y | +73.6% | +222.9% | -149.2% | -12.7% |
| All | +73.6% | +224.0% | -150.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling