+60.1%
IWF vs WAT
+33.2%
+26.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -8.3% | +9.0% | -17.2% | -10.4% |
| 3M | -5.6% | +13.5% | -19.0% | -8.9% |
| 6M | -5.4% | +35.3% | -40.7% | -13.4% |
| YTD | -1.2% | +24.0% | -25.2% | -8.1% |
| 1Y | -2.6% | +22.0% | -24.6% | -9.0% |
| 3Y | +67.8% | +84.0% | -16.2% | +28.2% |
| 5Y | +60.1% | +34.4% | +25.7% | +38.3% |
| All | +60.1% | +33.2% | +26.9% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling