+2,007.0%
WM vs IWF
+649.6%
+1,357.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.7% |
| 7D | +1.2% | -5.0% | +6.2% | +3.6% |
| 30D | +13.1% | -13.2% | +26.3% | +20.9% |
| 3M | +3.6% | -9.4% | +13.1% | +8.2% |
| 6M | +8.1% | -8.6% | +16.6% | +11.4% |
| YTD | +8.9% | -5.3% | +14.2% | +9.6% |
| 1Y | +20.3% | -5.0% | +25.3% | +20.7% |
| 3Y | +46.2% | +64.6% | -18.5% | +4.6% |
| 5Y | +59.9% | +50.8% | +9.1% | +16.9% |
| 10Y | +345.6% | +385.7% | -40.1% | +53.7% |
| All | +2,007.0% | +649.6% | +1,357.4% | +327.3% |
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