-16.7%
AWK vs IWF
+72.9%
-89.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +4.3% | -1.4% | +5.7% | +4.5% |
| 3M | +12.5% | +0.4% | +12.1% | +12.3% |
| 6M | +3.3% | +8.5% | -5.2% | +1.6% |
| YTD | +9.8% | +3.7% | +6.1% | +8.8% |
| 1Y | +2.9% | +8.5% | -5.6% | +0.8% |
| 3Y | +9.6% | +78.5% | -68.9% | -12.8% |
| 5Y | -16.7% | +73.6% | -90.3% | -37.6% |
| All | -16.7% | +72.9% | -89.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling