+991.6%
WDC vs IWF
+72.9%
+918.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.6% |
| 7D | +7.5% | +0.5% | +6.9% | +6.7% |
| 30D | +10.1% | -1.4% | +11.4% | +12.1% |
| 3M | -6.8% | +0.4% | -7.3% | -5.8% |
| 6M | +84.1% | +8.5% | +75.7% | +70.7% |
| YTD | +180.3% | +3.7% | +176.6% | +175.2% |
| 1Y | +411.1% | +8.5% | +402.6% | +381.5% |
| 3Y | +1,375.0% | +78.5% | +1,296.5% | +728.7% |
| 5Y | +991.6% | +73.6% | +917.9% | +493.8% |
| All | +991.6% | +72.9% | +918.7% | +493.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling