+90.5%
WFC vs IWF
+58.9%
+31.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | +1.7% | +5.3% | -3.6% | -1.4% |
| 30D | +6.8% | -8.6% | +15.4% | +12.5% |
| 3M | -3.0% | -6.5% | +3.5% | +0.6% |
| 6M | +15.4% | -5.6% | +21.0% | +18.4% |
| YTD | -5.9% | -1.5% | -4.4% | -6.4% |
| 1Y | +1.7% | -2.8% | +4.5% | +2.0% |
| 3Y | +124.9% | +67.1% | +57.8% | +55.8% |
| 5Y | +90.5% | +57.6% | +32.9% | +33.5% |
| All | +90.5% | +58.9% | +31.6% | +33.5% |
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 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