+7.8%
WBD vs IWF
+71.2%
-63.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.9% |
| 7D | -0.6% | -1.7% | +1.1% | +1.0% |
| 30D | +4.2% | -1.8% | +6.0% | +5.9% |
| 3M | +7.5% | +1.5% | +6.1% | +5.0% |
| 6M | +1.6% | +7.7% | -6.1% | -7.0% |
| YTD | -2.2% | +2.7% | -4.9% | -6.2% |
| 1Y | +124.9% | +6.8% | +118.1% | +106.6% |
| 3Y | +149.1% | +76.9% | +72.3% | +35.6% |
| 5Y | +7.8% | +73.4% | -65.6% | -47.1% |
| All | +7.8% | +71.2% | -63.3% | -47.1% |
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