+159.2%
W vs IWF
+423.5%
-264.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +1.0% |
| 7D | +5.9% | +0.5% | +5.4% | +4.8% |
| 30D | -3.0% | -1.4% | -1.7% | -0.6% |
| 3M | +40.3% | +0.4% | +39.9% | +39.7% |
| 6M | +32.2% | +8.5% | +23.8% | +14.8% |
| YTD | -0.3% | +3.7% | -4.0% | -4.8% |
| 1Y | +16.2% | +8.5% | +7.7% | +1.3% |
| 3Y | +40.7% | +78.5% | -37.8% | -49.8% |
| 5Y | -62.3% | +73.6% | -136.0% | -83.5% |
| All | +159.2% | +423.5% | -264.3% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling