+285.3%
WMB vs IWF
+73.3%
+212.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.8% | +1.5% | -0.7% | +0.3% |
| 30D | +7.7% | -1.3% | +9.0% | +8.1% |
| 3M | +6.7% | +0.1% | +6.6% | +6.4% |
| 6M | +3.6% | +10.3% | -6.6% | -0.4% |
| YTD | +28.0% | +4.2% | +23.8% | +25.4% |
| 1Y | +37.6% | +9.3% | +28.3% | +32.2% |
| 3Y | +149.0% | +79.3% | +69.7% | +97.7% |
| 5Y | +285.3% | +73.8% | +211.5% | +196.2% |
| All | +285.3% | +73.3% | +212.0% | +196.2% |
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