+73.6%
IWF vs WEC
+30.7%
+43.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.5% |
| 3M | +0.4% | -5.3% | +5.8% | +0.9% |
| 6M | +8.5% | -6.6% | +15.0% | +9.1% |
| YTD | +3.7% | +3.3% | +0.4% | +2.7% |
| 1Y | +8.5% | +2.1% | +6.4% | +7.5% |
| 3Y | +78.5% | +39.6% | +39.0% | +65.1% |
| 5Y | +73.6% | +31.2% | +42.5% | +62.9% |
| All | +73.6% | +30.7% | +43.0% | +62.9% |
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 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