+11.4%
WBD vs IWF
+422.7%
-411.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | -0.7% | -0.9% | +0.2% | 0.0% |
| 30D | +1.4% | -1.7% | +3.1% | +2.7% |
| 3M | +4.4% | +0.7% | +3.7% | +3.1% |
| 6M | +0.8% | +8.6% | -7.7% | -6.7% |
| YTD | -2.7% | +3.5% | -6.2% | -6.6% |
| 1Y | +73.4% | +7.0% | +66.4% | +61.6% |
| 3Y | +142.1% | +76.3% | +65.8% | +52.4% |
| 5Y | +7.2% | +74.8% | -67.5% | -33.3% |
| All | +11.4% | +422.7% | -411.4% | -68.0% |
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