+538.3%
WMB vs IWF
+682.3%
-144.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | -0.1% |
| 7D | +1.6% | -1.1% | +2.6% | +2.6% |
| 30D | -7.1% | -8.3% | +1.2% | +1.1% |
| 3M | -4.0% | -5.6% | +1.6% | +1.1% |
| 6M | -5.7% | -5.4% | -0.3% | -2.2% |
| YTD | +17.2% | -1.2% | +18.4% | +14.8% |
| 1Y | +17.2% | -2.7% | +19.8% | +16.4% |
| 3Y | +121.1% | +67.8% | +53.3% | +16.6% |
| 5Y | +197.2% | +60.1% | +137.1% | +52.5% |
| 10Y | +280.9% | +392.2% | -111.2% | -55.5% |
| All | +538.3% | +682.3% | -144.0% | -73.9% |
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 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