+826.1%
WMT vs IWF
+720.7%
+105.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -0.2% | +0.5% | -0.8% | -0.5% |
| 30D | -5.8% | -1.4% | -4.5% | -5.2% |
| 3M | -10.8% | +0.4% | -11.2% | -11.4% |
| 6M | -14.3% | +8.5% | -22.8% | -18.5% |
| YTD | -4.4% | +3.7% | -8.1% | -7.1% |
| 1Y | +4.3% | +8.5% | -4.1% | -1.4% |
| 3Y | +100.1% | +78.5% | +21.5% | +43.5% |
| 5Y | +130.8% | +73.6% | +57.2% | +63.4% |
| 10Y | +433.7% | +421.3% | +12.4% | +94.5% |
| All | +826.1% | +720.7% | +105.4% | +104.5% |
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