+413.4%
IWF vs WCN
+235.9%
+177.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.9% | -3.1% | +2.2% | +0.6% |
| 30D | -1.7% | -3.4% | +1.7% | -0.1% |
| 3M | +0.7% | +3.0% | -2.3% | -1.6% |
| 6M | +8.6% | -3.8% | +12.3% | +9.2% |
| YTD | +3.5% | -8.3% | +11.8% | +6.5% |
| 1Y | +7.0% | -9.7% | +16.8% | +10.6% |
| 3Y | +76.3% | +17.2% | +59.2% | +52.2% |
| 5Y | +74.8% | +25.3% | +49.5% | +42.3% |
| All | +413.4% | +235.9% | +177.6% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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