+73.4%
IWF vs WCN
+25.5%
+47.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -1.7% | -4.4% | +2.7% | -0.2% |
| 30D | -1.8% | -4.4% | +2.6% | -0.4% |
| 3M | +1.5% | +0.5% | +1.0% | +0.7% |
| 6M | +7.7% | -3.3% | +11.0% | +8.1% |
| YTD | +2.7% | -8.5% | +11.2% | +5.3% |
| 1Y | +6.8% | -8.9% | +15.7% | +9.3% |
| 3Y | +76.9% | +18.0% | +58.8% | +54.4% |
| 5Y | +73.4% | +25.0% | +48.4% | +40.5% |
| All | +73.4% | +25.5% | +47.9% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling