+155.1%
AWK vs IWD
+202.4%
-47.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -2.6% | +1.7% | -4.3% | -3.7% |
| 30D | +14.2% | +3.2% | +10.9% | +11.8% |
| 3M | +10.0% | +2.3% | +7.7% | +8.3% |
| 6M | +17.1% | +12.9% | +4.1% | +8.0% |
| YTD | +16.1% | +26.2% | -10.1% | -0.9% |
| 1Y | +17.5% | +28.3% | -10.7% | -0.8% |
| 3Y | +29.3% | +84.4% | -55.1% | -16.5% |
| 5Y | -3.5% | +73.0% | -76.5% | -35.0% |
| All | +155.1% | +202.4% | -47.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling