+581.8%
WMB vs IWF
+727.1%
-145.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.5% | 0.0% | 0.0% |
| 30D | +3.3% | -0.4% | +3.6% | +3.4% |
| 3M | +3.1% | -2.6% | +5.7% | +4.6% |
| 6M | -0.7% | +9.1% | -9.9% | -11.3% |
| YTD | +25.2% | +4.5% | +20.7% | +16.4% |
| 1Y | +32.9% | +10.1% | +22.8% | +16.3% |
| 3Y | +140.6% | +77.6% | +62.9% | +19.8% |
| 5Y | +273.5% | +73.7% | +199.7% | +75.5% |
| 10Y | +334.2% | +411.5% | -77.3% | -50.7% |
| All | +581.8% | +727.1% | -145.3% | -73.5% |
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