+969.7%
AWK vs IWD
+411.6%
+558.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +5.6% | +0.6% | +5.0% | +5.3% |
| 3M | +15.9% | +7.2% | +8.6% | +11.5% |
| 6M | +4.6% | +16.2% | -11.6% | -3.9% |
| YTD | +10.1% | +23.3% | -13.3% | -2.2% |
| 1Y | +2.1% | +29.6% | -27.5% | -11.8% |
| 3Y | +9.8% | +70.5% | -60.6% | -19.1% |
| 5Y | -15.4% | +73.5% | -88.8% | -38.3% |
| 10Y | +129.4% | +198.3% | -68.9% | +23.8% |
| All | +969.7% | +411.6% | +558.0% | +312.8% |
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 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