+163.6%
W vs IWF
+508.8%
-345.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | -4.2% | +0.5% | -4.7% | -5.0% |
| 30D | -7.6% | -0.4% | -7.2% | -7.0% |
| 3M | +37.2% | -2.6% | +39.8% | +44.7% |
| 6M | +26.3% | +9.1% | +17.2% | +9.1% |
| YTD | -1.0% | +4.5% | -5.5% | -6.5% |
| 1Y | +20.1% | +10.1% | +10.0% | +2.6% |
| 3Y | +37.8% | +77.6% | -39.8% | -47.5% |
| 5Y | -63.7% | +73.7% | -137.4% | -83.2% |
| 10Y | +156.3% | +411.5% | -255.2% | -73.2% |
| All | +163.6% | +508.8% | -345.2% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling