+726.7%
WFC vs IWF
+727.1%
-0.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +0.5% | +3.2% | +3.2% |
| 30D | +1.5% | -0.4% | +1.9% | +1.7% |
| 3M | +10.9% | -2.6% | +13.5% | +12.6% |
| 6M | +8.4% | +9.1% | -0.7% | -1.7% |
| YTD | -1.9% | +4.5% | -6.4% | -7.2% |
| 1Y | +12.3% | +10.1% | +2.3% | +0.7% |
| 3Y | +132.3% | +77.6% | +54.7% | +27.6% |
| 5Y | +130.1% | +73.7% | +56.4% | +25.2% |
| 10Y | +134.4% | +411.5% | -277.1% | -59.9% |
| All | +726.7% | +727.1% | -0.4% | -39.2% |
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 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