-2.8%
IWF vs WAT
+19.9%
-22.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.1% |
| 7D | +5.3% | +2.0% | +3.3% | +4.9% |
| 30D | -8.6% | +7.7% | -16.3% | -9.5% |
| 3M | -6.5% | +11.1% | -17.6% | -7.8% |
| 6M | -5.6% | +31.2% | -36.9% | -9.0% |
| YTD | -1.5% | +21.7% | -23.2% | -5.8% |
| 1Y | -2.8% | +19.3% | -22.2% | -6.6% |
| All | -2.8% | +19.9% | -22.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling