-62.1%
W vs IWF
+73.3%
-135.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +1.2% |
| 7D | +6.5% | +1.5% | +5.0% | +3.2% |
| 30D | -6.2% | -1.3% | -5.0% | -3.8% |
| 3M | +48.9% | +0.1% | +48.8% | +48.7% |
| 6M | +31.2% | +10.3% | +20.9% | +7.5% |
| YTD | -0.4% | +4.2% | -4.6% | -6.9% |
| 1Y | +14.8% | +9.3% | +5.5% | -3.9% |
| 3Y | +40.5% | +79.3% | -38.8% | -60.1% |
| 5Y | -62.1% | +73.8% | -135.9% | -87.8% |
| All | -62.1% | +73.3% | -135.5% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling