-1.8%
IWF vs WEC
+9.5%
-11.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -0.9% |
| 7D | +2.8% | +2.3% | +0.5% | +3.5% |
| 30D | -7.5% | +11.1% | -18.6% | -4.7% |
| 3M | -8.5% | +8.4% | -16.9% | -6.4% |
| 6M | -7.4% | +7.5% | -14.9% | -5.6% |
| YTD | -2.6% | +15.3% | -18.0% | +1.9% |
| 1Y | -1.8% | +9.7% | -11.6% | +1.9% |
| All | -1.8% | +9.5% | -11.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling