+6,453.7%
WELL vs IWF
+682.3%
+5,771.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +7.8% | -8.3% | +16.0% | +13.1% |
| 3M | +10.2% | -5.6% | +15.8% | +13.4% |
| 6M | +16.4% | -5.4% | +21.8% | +18.5% |
| YTD | +35.2% | -1.2% | +36.3% | +33.2% |
| 1Y | +30.5% | -2.7% | +33.1% | +29.7% |
| 3Y | +206.1% | +67.8% | +138.3% | +105.2% |
| 5Y | +228.3% | +60.1% | +168.2% | +121.1% |
| 10Y | +468.3% | +392.2% | +76.2% | +74.9% |
| All | +6,453.7% | +682.3% | +5,771.4% | +1,054.0% |
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