+17.5%
AWK vs IWD
+28.5%
-11.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.6% | +1.7% | -4.3% | -2.6% |
| 30D | +14.2% | +3.2% | +10.9% | +14.0% |
| 3M | +10.0% | +2.3% | +7.7% | +9.8% |
| 6M | +17.1% | +12.9% | +4.1% | +18.7% |
| YTD | +16.1% | +26.2% | -10.1% | +18.5% |
| 1Y | +17.5% | +28.3% | -10.7% | +19.8% |
| All | +17.5% | +28.5% | -11.0% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling