+190.2%
WMB vs IWF
+54.7%
+135.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.7% |
| 7D | -6.7% | -1.0% | -5.6% | -6.3% |
| 30D | -8.6% | -10.1% | +1.5% | -5.2% |
| 3M | -4.9% | -7.6% | +2.7% | -2.4% |
| 6M | -6.3% | -6.7% | +0.4% | -4.4% |
| YTD | +13.0% | -2.5% | +15.5% | +13.2% |
| 1Y | +14.9% | -2.1% | +17.0% | +14.8% |
| 3Y | +113.4% | +68.6% | +44.7% | +71.9% |
| 5Y | +190.2% | +55.8% | +134.3% | +129.9% |
| All | +190.2% | +54.7% | +135.5% | +129.9% |
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