+99.2%
WMT vs IWF
+75.5%
+23.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | -1.7% | -0.8% | -2.1% |
| 30D | -6.4% | -1.8% | -4.6% | -6.0% |
| 3M | -12.1% | +1.5% | -13.6% | -12.6% |
| 6M | -15.0% | +7.7% | -22.7% | -17.1% |
| YTD | -4.5% | +2.7% | -7.2% | -5.6% |
| 1Y | +6.2% | +6.8% | -0.6% | +3.2% |
| All | +99.2% | +75.5% | +23.7% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling