+59.7%
WM vs IWF
+50.6%
+9.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | +1.2% | -5.0% | +6.2% | +1.8% |
| 30D | +13.1% | -13.2% | +26.3% | +15.2% |
| 3M | +3.6% | -9.4% | +13.1% | +4.8% |
| 6M | +8.1% | -8.6% | +16.6% | +8.9% |
| YTD | +8.9% | -5.3% | +14.2% | +8.9% |
| 1Y | +20.3% | -5.0% | +25.3% | +20.2% |
| 3Y | +46.2% | +64.6% | -18.5% | +23.9% |
| All | +59.7% | +50.6% | +9.1% | +34.7% |
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