+1,042.6%
AWK vs IWD
+413.1%
+629.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +12.2% | +0.9% | +11.3% | +11.6% |
| 6M | +21.2% | +10.5% | +10.7% | +14.7% |
| YTD | +17.6% | +23.7% | -6.1% | +4.2% |
| 1Y | +19.2% | +28.7% | -9.5% | +3.4% |
| 3Y | +26.7% | +79.7% | -53.0% | -9.5% |
| 5Y | -1.3% | +69.7% | -71.0% | -27.3% |
| 10Y | +159.7% | +211.4% | -51.8% | +37.2% |
| All | +1,042.6% | +413.1% | +629.4% | +340.0% |
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