-55.9%
W vs IWF
+55.4%
-111.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +2.8% |
| 7D | +0.2% | +2.8% | -2.6% | -5.6% |
| 30D | +6.8% | -7.5% | +14.4% | +25.0% |
| 3M | +10.7% | -8.5% | +19.2% | +31.8% |
| 6M | +86.3% | -7.4% | +93.8% | +118.1% |
| YTD | +11.5% | -2.6% | +14.1% | +18.6% |
| 1Y | +5.1% | -1.8% | +6.9% | +9.2% |
| 3Y | +171.0% | +65.5% | +105.5% | -11.8% |
| All | -55.9% | +55.4% | -111.2% | -83.5% |
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