+150.5%
AWK vs IWD
+212.1%
-61.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -2.0% |
| 7D | +1.2% | +1.3% | 0.0% | +0.3% |
| 30D | +15.8% | +3.6% | +12.2% | +13.1% |
| 3M | +11.0% | +2.3% | +8.7% | +9.3% |
| 6M | +21.0% | +13.0% | +7.9% | +11.5% |
| YTD | +16.7% | +26.2% | -9.5% | -0.3% |
| 1Y | +17.2% | +30.5% | -13.3% | -2.2% |
| 3Y | +29.2% | +86.2% | -57.0% | -17.1% |
| 5Y | -2.3% | +72.9% | -75.2% | -34.2% |
| 10Y | +150.5% | +205.0% | -54.5% | +21.4% |
| All | +150.5% | +212.1% | -61.5% | +21.4% |
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