+60.1%
IWF vs WEC
+53.2%
+6.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -1.1% | -0.5% | -0.5% | -1.0% |
| 30D | -8.3% | +12.0% | -20.2% | -9.4% |
| 3M | -5.6% | +11.1% | -16.6% | -6.7% |
| 6M | -5.4% | +6.0% | -11.4% | -6.1% |
| YTD | -1.2% | +14.3% | -15.5% | -3.2% |
| 1Y | -2.7% | +8.0% | -10.6% | -3.8% |
| 3Y | +67.8% | +62.8% | +4.9% | +50.2% |
| 5Y | +60.1% | +55.3% | +4.8% | +48.1% |
| All | +60.1% | +53.2% | +6.9% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling