+727.5%
IWF vs WWD
+10,961.0%
-10,233.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -0.4% | -7.2% | +6.8% | +1.6% |
| 3M | -2.6% | -3.8% | +1.2% | -2.1% |
| 6M | +9.1% | -9.9% | +19.1% | +11.3% |
| YTD | +4.5% | +14.8% | -10.3% | -1.1% |
| 1Y | +10.1% | +42.1% | -32.0% | -2.5% |
| 3Y | +77.6% | +170.8% | -93.2% | +29.1% |
| 5Y | +73.7% | +197.5% | -123.8% | +21.3% |
| 10Y | +411.5% | +477.8% | -66.3% | +176.1% |
| All | +727.5% | +10,961.0% | -10,233.5% | +123.7% |
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