+296.4%
WBD vs IWF
+1,179.1%
-882.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | -0.7% | +1.5% | -2.2% | -2.1% |
| 30D | +5.0% | -1.3% | +6.3% | +6.1% |
| 3M | +6.2% | +0.1% | +6.1% | +5.2% |
| 6M | +0.6% | +10.3% | -9.7% | -9.5% |
| YTD | -2.4% | +4.2% | -6.6% | -7.6% |
| 1Y | +127.7% | +9.3% | +118.4% | +105.7% |
| 3Y | +148.4% | +79.3% | +69.1% | +41.2% |
| 5Y | +4.2% | +73.8% | -69.5% | -39.0% |
| 10Y | +10.8% | +410.9% | -400.1% | -79.7% |
| All | +296.4% | +1,179.1% | -882.7% | -71.6% |
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