+330.3%
WM vs IWF
+383.8%
-53.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +3.2% | +2.8% | +0.4% | +2.2% |
| 30D | +13.0% | -7.5% | +20.6% | +15.8% |
| 3M | +9.2% | -8.5% | +17.7% | +12.1% |
| 6M | +13.6% | -7.4% | +21.1% | +15.6% |
| YTD | +12.4% | -2.6% | +15.0% | +11.8% |
| 1Y | +21.2% | -1.8% | +23.1% | +20.0% |
| 3Y | +48.7% | +65.5% | -16.8% | +13.6% |
| 5Y | +61.9% | +55.8% | +6.0% | +25.6% |
| All | +330.3% | +383.8% | -53.5% | +72.0% |
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 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