+113.3%
WDAY vs IWF
+412.6%
-299.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.4% |
| 7D | -7.4% | +0.5% | -7.9% | -7.9% |
| 30D | +1.0% | -1.4% | +2.4% | +2.6% |
| 3M | +32.7% | +0.4% | +32.2% | +30.3% |
| 6M | +25.6% | +8.5% | +17.1% | +12.6% |
| YTD | -13.4% | +3.7% | -17.1% | -18.3% |
| 1Y | -19.4% | +8.5% | -27.8% | -28.1% |
| 3Y | -25.8% | +78.5% | -104.3% | -64.3% |
| 5Y | -31.1% | +73.6% | -104.7% | -65.4% |
| 10Y | +113.3% | +421.3% | -308.0% | -76.7% |
| All | +113.3% | +412.6% | -299.3% | -76.7% |
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