+75.1%
IWF vs WTW
+42.0%
+33.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | -5.7% | +4.8% | +0.7% |
| 30D | -1.7% | -7.3% | +5.5% | +0.2% |
| 3M | +0.7% | +21.5% | -20.8% | -5.4% |
| 6M | +8.6% | +9.6% | -1.1% | +4.8% |
| YTD | +3.5% | -3.3% | +6.8% | +3.8% |
| 1Y | +7.0% | -6.1% | +13.2% | +8.4% |
| 3Y | +76.3% | +61.8% | +14.5% | +31.8% |
| All | +75.1% | +42.0% | +33.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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