+128.3%
WFC vs IWF
+72.9%
+55.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +2.5% | -1.4% | +3.8% | +3.3% |
| 3M | +10.0% | +0.4% | +9.5% | +9.1% |
| 6M | +15.1% | +8.5% | +6.6% | +8.1% |
| YTD | -2.2% | +3.7% | -5.9% | -5.3% |
| 1Y | +13.5% | +8.5% | +5.0% | +6.4% |
| 3Y | +135.2% | +78.5% | +56.7% | +56.8% |
| 5Y | +128.3% | +73.6% | +54.7% | +51.0% |
| All | +128.3% | +72.9% | +55.5% | +51.0% |
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 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