+113.2%
WDC vs IWF
-1.6%
+114.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -7.6% |
| 7D | -18.3% | -4.2% | -14.2% | -10.1% |
| 30D | -26.7% | -8.1% | -18.5% | -11.1% |
| 3M | -40.9% | -5.1% | -35.9% | -33.4% |
| 6M | -26.8% | -1.4% | -25.3% | -22.4% |
| YTD | +88.2% | -0.1% | +88.3% | +98.0% |
| 1Y | +113.2% | -1.3% | +114.5% | +134.3% |
| All | +113.2% | -1.6% | +114.8% | +134.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling