+53.9%
WM vs IWF
+73.7%
-19.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | +0.4% | -2.6% | +3.0% | +0.8% |
| 6M | -9.5% | +9.1% | -18.6% | -11.4% |
| YTD | +0.5% | +4.5% | -4.0% | -0.7% |
| 1Y | -1.1% | +10.1% | -11.2% | -3.7% |
| 3Y | +46.0% | +77.6% | -31.6% | +22.8% |
| All | +53.9% | +73.7% | -19.8% | +25.5% |
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