+205.7%
WELL vs IWF
+68.4%
+137.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +7.8% | -8.3% | +16.0% | +8.7% |
| 3M | +10.2% | -5.6% | +15.8% | +10.7% |
| 6M | +16.4% | -5.4% | +21.8% | +16.7% |
| YTD | +35.2% | -1.2% | +36.3% | +34.2% |
| 1Y | +30.5% | -2.7% | +33.1% | +29.9% |
| All | +205.7% | +68.4% | +137.3% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling