+1,037.8%
AWK vs IWD
+425.8%
+612.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | +15.5% | +3.6% | +11.9% | +13.3% |
| 3M | +10.0% | +2.7% | +7.3% | +8.4% |
| 6M | +20.4% | +13.2% | +7.2% | +12.4% |
| YTD | +17.1% | +26.8% | -9.7% | +2.4% |
| 1Y | +18.3% | +29.3% | -11.0% | +2.3% |
| 3Y | +30.4% | +85.1% | -54.8% | -8.4% |
| 5Y | -2.7% | +74.2% | -76.9% | -29.3% |
| 10Y | +154.7% | +204.6% | -49.9% | +35.7% |
| All | +1,037.8% | +425.8% | +612.0% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling