+727.5%
IWF vs WAT
+826.5%
-98.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -0.4% | +2.3% | -2.7% | -1.1% |
| 3M | -2.6% | +8.7% | -11.4% | -5.2% |
| 6M | +9.1% | +28.3% | -19.2% | +0.4% |
| YTD | +4.5% | +7.8% | -3.3% | +0.7% |
| 1Y | +10.1% | +36.6% | -26.5% | -1.6% |
| 3Y | +77.6% | +45.7% | +32.0% | +50.5% |
| 5Y | +73.7% | -3.3% | +77.0% | +64.6% |
| 10Y | +411.5% | +162.1% | +249.4% | +254.0% |
| All | +727.5% | +826.5% | -98.9% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling