+67.9%
IWF vs WEC
+62.7%
+5.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | -1.1% | -0.5% | -0.5% | -1.2% |
| 30D | -8.3% | +12.0% | -20.2% | -6.8% |
| 3M | -5.6% | +11.1% | -16.6% | -4.1% |
| 6M | -5.4% | +6.0% | -11.4% | -4.5% |
| YTD | -1.2% | +14.3% | -15.5% | +0.5% |
| 1Y | -2.7% | +8.0% | -10.6% | -1.4% |
| All | +67.9% | +62.7% | +5.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling