+32.2%
AWK vs IWF
+65.9%
-33.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.1% |
| 7D | +0.1% | +2.8% | -2.7% | +1.0% |
| 30D | +14.3% | -7.5% | +21.8% | +12.1% |
| 3M | +10.3% | -8.5% | +18.8% | +8.0% |
| 6M | +18.9% | -7.4% | +26.4% | +17.1% |
| YTD | +17.7% | -2.6% | +20.4% | +17.6% |
| 1Y | +16.9% | -1.8% | +18.7% | +17.0% |
| 3Y | +32.2% | +65.5% | -33.3% | +17.0% |
| All | +32.2% | +65.9% | -33.7% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling