+26.9%
IWF vs WETO
-99.4%
+126.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.8% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | -1.7% | -39.9% | +38.2% | -2.4% |
| 3M | +0.7% | -97.9% | +98.6% | +1.9% |
| 6M | +8.6% | -95.0% | +103.6% | +7.9% |
| YTD | +3.5% | -97.2% | +100.7% | +3.6% |
| 1Y | +7.0% | -98.9% | +105.9% | +8.2% |
| All | +26.9% | -99.4% | +126.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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