+642.9%
WDC vs IWF
+383.8%
+259.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -3.5% |
| 7D | +12.1% | +2.8% | +9.3% | +8.5% |
| 30D | -18.8% | -7.5% | -11.3% | -8.2% |
| 3M | -39.3% | -8.5% | -30.8% | -30.5% |
| 6M | -40.1% | -7.4% | -32.7% | -31.2% |
| YTD | +71.8% | -2.6% | +74.4% | +87.0% |
| 1Y | +88.5% | -1.8% | +90.3% | +104.4% |
| 3Y | +770.0% | +65.5% | +704.5% | +413.7% |
| 5Y | +549.0% | +55.8% | +493.2% | +311.6% |
| All | +642.9% | +383.8% | +259.1% | -7.8% |
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