+724.9%
IWF vs WCN
+5,074.0%
-4,349.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | -1.3% | -2.1% | +0.9% | -0.6% |
| 3M | +0.1% | +6.4% | -6.3% | -2.4% |
| 6M | +10.3% | -3.7% | +13.9% | +10.7% |
| YTD | +4.2% | -6.4% | +10.5% | +5.4% |
| 1Y | +9.3% | -7.9% | +17.3% | +10.9% |
| 3Y | +79.3% | +20.8% | +58.5% | +64.3% |
| 5Y | +73.8% | +29.0% | +44.8% | +55.3% |
| 10Y | +410.9% | +236.4% | +174.5% | +238.5% |
| All | +724.9% | +5,074.0% | -4,349.1% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling