+409.4%
IWF vs WCC
+518.6%
-109.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | -1.8% | -6.1% | +4.2% | -0.5% |
| 3M | +1.5% | +3.1% | -1.6% | +0.2% |
| 6M | +7.7% | +28.2% | -20.5% | 0.0% |
| YTD | +2.7% | +41.1% | -38.4% | -7.3% |
| 1Y | +6.8% | +61.3% | -54.5% | -7.3% |
| 3Y | +76.9% | +123.6% | -46.8% | +35.3% |
| 5Y | +73.4% | +214.8% | -141.4% | +17.6% |
| All | +409.4% | +518.6% | -109.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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