+126.1%
AWK vs IWD
+195.2%
-69.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +2.2% | -0.2% | +2.3% | +2.3% |
| 30D | +4.4% | -0.8% | +5.2% | +5.0% |
| 3M | +15.4% | +8.0% | +7.3% | +9.7% |
| 6M | +3.5% | +18.2% | -14.7% | -7.5% |
| YTD | +9.8% | +22.3% | -12.5% | -4.3% |
| 1Y | +3.0% | +28.9% | -25.9% | -13.4% |
| 3Y | +9.7% | +71.5% | -61.9% | -25.5% |
| 5Y | -17.2% | +73.6% | -90.8% | -44.5% |
| 10Y | +126.1% | +194.7% | -68.6% | -2.3% |
| All | +126.1% | +195.2% | -69.1% | -2.3% |
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