+671.1%
IWF vs WWD
+10,438.3%
-9,767.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.8% | +4.0% | -1.1% | +1.7% |
| 30D | -7.5% | +0.4% | -8.0% | -7.7% |
| 3M | -8.5% | -7.9% | -0.6% | -6.6% |
| 6M | -7.4% | -10.6% | +3.2% | -5.2% |
| YTD | -2.6% | +9.4% | -12.0% | -6.7% |
| 1Y | -1.8% | +25.7% | -27.6% | -10.0% |
| 3Y | +65.5% | +148.5% | -83.1% | +23.1% |
| 5Y | +55.8% | +189.5% | -133.7% | +9.6% |
| 10Y | +384.9% | +451.8% | -66.9% | +164.9% |
| All | +671.1% | +10,438.3% | -9,767.2% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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