+32.2%
AWK vs IWD
+85.1%
-53.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +0.1% | +2.3% | -2.1% | -0.5% |
| 30D | +14.3% | +3.6% | +10.7% | +13.1% |
| 3M | +10.3% | +2.2% | +8.1% | +9.6% |
| 6M | +18.9% | +13.0% | +6.0% | +15.0% |
| YTD | +17.7% | +26.5% | -8.8% | +9.6% |
| 1Y | +16.9% | +30.1% | -13.3% | +7.7% |
| 3Y | +32.2% | +84.9% | -52.7% | -19.7% |
| All | +32.2% | +85.1% | -53.0% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling