+73.4%
IWF vs WSM
+171.2%
-97.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.5% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -1.8% | -10.7% | +8.9% | +0.9% |
| 3M | +1.5% | +8.5% | -7.0% | -0.9% |
| 6M | +7.7% | +19.6% | -11.9% | +2.3% |
| YTD | +2.7% | +26.6% | -23.9% | -4.2% |
| 1Y | +6.8% | +12.0% | -5.2% | +2.4% |
| 3Y | +76.9% | +226.6% | -149.8% | +18.4% |
| 5Y | +73.4% | +174.1% | -100.7% | +16.2% |
| All | +73.4% | +171.2% | -97.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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