-0.9%
AWK vs IWD
+68.9%
-69.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | +18.0% | +2.7% | +15.3% | +16.1% |
| 3M | +12.2% | +0.9% | +11.3% | +11.5% |
| 6M | +21.2% | +10.5% | +10.7% | +14.0% |
| YTD | +17.6% | +23.7% | -6.1% | +2.6% |
| 1Y | +19.2% | +28.7% | -9.5% | +1.3% |
| 3Y | +26.7% | +79.7% | -53.0% | -18.8% |
| All | -0.9% | +68.9% | -69.8% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling