+144.0%
WDAY vs IWF
+383.8%
-239.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.2% | +4.2% |
| 7D | +1.8% | +2.8% | -1.0% | -1.3% |
| 30D | +4.1% | -7.5% | +11.6% | +11.9% |
| 3M | -4.8% | -8.5% | +3.6% | +3.0% |
| 6M | +68.6% | -7.4% | +76.0% | +78.2% |
| YTD | -8.5% | -2.6% | -5.9% | -9.1% |
| 1Y | -12.1% | -1.8% | -10.3% | -13.5% |
| 3Y | -13.2% | +65.5% | -78.6% | -55.1% |
| 5Y | -33.7% | +55.8% | -89.6% | -62.8% |
| All | +144.0% | +383.8% | -239.8% | -73.2% |
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