+392.8%
IWF vs WAT
+223.8%
+169.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.3% |
| 7D | +5.3% | +2.0% | +3.3% | +4.6% |
| 30D | -8.6% | +7.7% | -16.3% | -10.9% |
| 3M | -6.5% | +11.1% | -17.6% | -10.0% |
| 6M | -5.6% | +31.2% | -36.9% | -14.6% |
| YTD | -1.5% | +21.7% | -23.2% | -9.7% |
| 1Y | -2.8% | +19.3% | -22.2% | -10.3% |
| 3Y | +67.1% | +80.6% | -13.5% | +23.6% |
| 5Y | +57.6% | +29.5% | +28.1% | +32.0% |
| All | +392.8% | +223.8% | +169.0% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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