+387.3%
IWF vs WPM
+749.7%
-362.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.8% | -3.6% | +6.4% | +3.3% |
| 30D | -7.5% | +1.4% | -9.0% | -7.9% |
| 3M | -8.5% | -0.2% | -8.3% | -8.8% |
| 6M | -7.4% | -7.3% | -0.1% | -7.2% |
| YTD | -2.6% | +12.3% | -15.0% | -5.5% |
| 1Y | -1.8% | +24.9% | -26.7% | -6.1% |
| 3Y | +65.5% | +210.4% | -144.9% | +38.5% |
| 5Y | +55.8% | +210.4% | -154.5% | +28.5% |
| All | +387.3% | +749.7% | -362.4% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling