+1,228.2%
WDC vs IWF
+418.7%
+809.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.2% |
| 7D | +4.4% | -1.7% | +6.1% | +6.8% |
| 30D | +5.3% | -1.8% | +7.1% | +8.0% |
| 3M | -5.9% | +1.5% | -7.4% | -6.1% |
| 6M | +73.2% | +7.7% | +65.5% | +61.7% |
| YTD | +167.8% | +2.7% | +165.1% | +166.5% |
| 1Y | +386.0% | +6.8% | +379.2% | +366.2% |
| 3Y | +1,309.7% | +76.9% | +1,232.8% | +648.7% |
| 5Y | +957.1% | +73.4% | +883.7% | +470.5% |
| All | +1,228.2% | +418.7% | +809.5% | +61.9% |
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