+969.7%
AWK vs IWF
+954.9%
+14.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +5.6% | -0.4% | +6.0% | +5.7% |
| 3M | +15.9% | -2.6% | +18.5% | +16.6% |
| 6M | +4.6% | +9.1% | -4.6% | -0.3% |
| YTD | +10.1% | +4.5% | +5.6% | +6.7% |
| 1Y | +2.1% | +10.1% | -8.0% | -3.8% |
| 3Y | +9.8% | +77.6% | -67.8% | -21.6% |
| 5Y | -15.4% | +73.7% | -89.1% | -40.1% |
| 10Y | +129.4% | +411.5% | -282.1% | -11.7% |
| All | +969.7% | +954.9% | +14.7% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling