+682.7%
IWF vs WEC
+2,458.2%
-1,775.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | -1.1% | -0.5% | -0.5% | -0.9% |
| 30D | -8.3% | +12.0% | -20.2% | -12.3% |
| 3M | -5.6% | +11.1% | -16.6% | -9.5% |
| 6M | -5.4% | +6.0% | -11.4% | -8.1% |
| YTD | -1.2% | +14.3% | -15.5% | -7.0% |
| 1Y | -2.7% | +8.0% | -10.6% | -6.4% |
| 3Y | +67.8% | +62.8% | +4.9% | +34.2% |
| 5Y | +60.1% | +55.3% | +4.8% | +28.7% |
| 10Y | +392.2% | +193.2% | +199.0% | +182.2% |
| All | +682.7% | +2,458.2% | -1,775.5% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling