+326.4%
WM vs IWF
+377.5%
-51.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | +13.7% | -10.9% | +24.5% | +17.9% |
| 3M | +5.2% | -8.1% | +13.3% | +7.8% |
| 6M | +11.2% | -7.5% | +18.7% | +13.1% |
| YTD | +9.4% | -3.4% | +12.8% | +9.1% |
| 1Y | +20.4% | -5.0% | +25.4% | +20.7% |
| 3Y | +44.7% | +64.0% | -19.3% | +10.9% |
| 5Y | +58.5% | +56.8% | +1.7% | +22.3% |
| 10Y | +326.4% | +381.2% | -54.8% | +71.8% |
| All | +326.4% | +377.5% | -51.1% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling