+42.3%
WELL vs IWF
+6.4%
+35.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.2% |
| 7D | -2.2% | -1.7% | -0.5% | -2.5% |
| 30D | +4.7% | -1.8% | +6.5% | +4.4% |
| 3M | +11.9% | +1.5% | +10.5% | +12.1% |
| 6M | +14.3% | +7.7% | +6.6% | +12.2% |
| YTD | +28.4% | +2.7% | +25.6% | +26.1% |
| 1Y | +42.3% | +6.8% | +35.5% | +40.5% |
| All | +42.3% | +6.4% | +35.9% | +40.5% |
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