+195.5%
W vs IWF
+473.7%
-278.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.9% |
| 7D | -1.7% | +5.3% | -7.0% | -10.6% |
| 30D | +3.2% | -8.6% | +11.8% | +21.1% |
| 3M | +8.3% | -6.5% | +14.8% | +21.5% |
| 6M | +84.3% | -5.6% | +89.9% | +105.2% |
| YTD | +11.0% | -1.5% | +12.6% | +16.0% |
| 1Y | -0.2% | -2.8% | +2.6% | +6.5% |
| 3Y | +157.9% | +67.1% | +90.8% | +8.1% |
| 5Y | -56.8% | +57.6% | -114.4% | -76.6% |
| 10Y | +212.2% | +390.4% | -178.2% | -64.6% |
| All | +195.5% | +473.7% | -278.1% | -71.9% |
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