+313.2%
WMB vs IWF
+412.6%
-99.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +4.6% | -1.4% | +6.0% | +5.3% |
| 3M | +5.7% | +0.4% | +5.3% | +4.9% |
| 6M | +4.2% | +8.5% | -4.3% | -1.7% |
| YTD | +26.8% | +3.7% | +23.2% | +22.7% |
| 1Y | +34.7% | +8.5% | +26.2% | +26.4% |
| 3Y | +146.8% | +78.5% | +68.3% | +65.7% |
| 5Y | +285.0% | +73.6% | +211.4% | +156.4% |
| 10Y | +313.2% | +421.3% | -108.1% | +2.6% |
| All | +313.2% | +412.6% | -99.4% | +2.6% |
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