+132.1%
AWK vs IWF
+418.7%
-286.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.1% |
| 30D | +2.8% | -1.8% | +4.6% | +3.4% |
| 3M | +11.3% | +1.5% | +9.9% | +10.3% |
| 6M | +6.7% | +7.7% | -1.0% | +3.0% |
| YTD | +9.4% | +2.7% | +6.7% | +7.3% |
| 1Y | +3.7% | +6.8% | -3.0% | -0.2% |
| 3Y | +9.2% | +76.9% | -67.6% | -20.7% |
| 5Y | -15.7% | +73.4% | -89.1% | -39.6% |
| All | +132.1% | +418.7% | -286.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling