+6,135.9%
WELL vs IWF
+727.1%
+5,408.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.2% |
| 30D | -0.1% | -0.4% | +0.3% | +0.1% |
| 3M | +18.0% | -2.6% | +20.6% | +19.0% |
| 6M | +15.0% | +9.1% | +5.8% | +7.4% |
| YTD | +28.6% | +4.5% | +24.1% | +23.3% |
| 1Y | +42.9% | +10.1% | +32.8% | +32.0% |
| 3Y | +203.0% | +77.6% | +125.4% | +97.2% |
| 5Y | +206.9% | +73.7% | +133.2% | +96.8% |
| 10Y | +339.5% | +411.5% | -72.1% | +33.1% |
| All | +6,135.9% | +727.1% | +5,408.9% | +967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling