+84.9%
EWT vs IWF
+7.1%
+77.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.8% |
| 7D | -1.1% | -0.9% | -0.2% | +0.1% |
| 30D | +4.5% | -1.7% | +6.2% | +6.9% |
| 3M | +8.3% | +0.7% | +7.6% | +7.6% |
| 6M | +54.2% | +8.6% | +45.7% | +41.9% |
| YTD | +74.6% | +3.5% | +71.1% | +68.3% |
| 1Y | +84.9% | +7.0% | +77.9% | +74.3% |
| All | +84.9% | +7.1% | +77.8% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling