+724.9%
IWF vs WSM
+4,144.6%
-3,419.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.5% | +2.6% | -1.1% | +0.9% |
| 30D | -1.3% | -9.5% | +8.2% | +1.0% |
| 3M | +0.1% | +12.9% | -12.8% | -2.9% |
| 6M | +10.3% | +23.0% | -12.8% | +4.6% |
| YTD | +4.2% | +28.9% | -24.8% | -2.5% |
| 1Y | +9.3% | +13.7% | -4.4% | +5.0% |
| 3Y | +79.3% | +232.6% | -153.3% | +29.1% |
| 5Y | +73.8% | +185.9% | -112.1% | +25.7% |
| 10Y | +410.9% | +998.6% | -587.7% | +149.6% |
| All | +724.9% | +4,144.6% | -3,419.7% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling