+671.1%
IWF vs WCN
+6,063.4%
-5,392.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | +2.6% | +0.2% | +1.9% |
| 30D | -7.5% | +23.9% | -31.5% | -14.3% |
| 3M | -8.5% | +17.4% | -25.9% | -13.8% |
| 6M | -7.4% | +28.0% | -35.4% | -15.7% |
| YTD | -2.6% | +11.6% | -14.2% | -7.6% |
| 1Y | -1.8% | +16.9% | -18.7% | -8.4% |
| 3Y | +65.5% | +51.6% | +13.9% | +39.8% |
| 5Y | +55.8% | +48.0% | +7.9% | +32.4% |
| 10Y | +384.9% | +322.6% | +62.3% | +196.9% |
| All | +671.1% | +6,063.4% | -5,392.3% | +168.3% |
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