+387.3%
IWF vs WAT
+222.4%
+164.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | -7.5% | +5.4% | -13.0% | -9.2% |
| 3M | -8.5% | +11.3% | -19.8% | -11.9% |
| 6M | -7.4% | +37.4% | -44.8% | -17.5% |
| YTD | -2.6% | +21.2% | -23.8% | -10.5% |
| 1Y | -1.8% | +21.3% | -23.2% | -9.9% |
| 3Y | +65.5% | +83.4% | -17.9% | +21.5% |
| 5Y | +55.8% | +29.0% | +26.9% | +30.8% |
| All | +387.3% | +222.4% | +164.8% | +176.5% |
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