+413.4%
IWF vs WPM
+558.4%
-145.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -0.9% | -0.6% | -0.4% | -0.9% |
| 30D | -1.7% | +14.4% | -16.1% | -3.6% |
| 3M | +0.7% | +37.0% | -36.3% | -3.6% |
| 6M | +8.6% | +4.1% | +4.4% | +7.2% |
| YTD | +3.5% | +31.7% | -28.2% | -1.1% |
| 1Y | +7.0% | +44.2% | -37.1% | +0.8% |
| 3Y | +76.3% | +265.5% | -189.2% | +46.0% |
| 5Y | +74.8% | +262.5% | -187.7% | +42.8% |
| All | +413.4% | +558.4% | -145.0% | +311.7% |
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