+146.1%
EWT vs IWF
+71.2%
+74.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | -1.1% | -1.7% | +0.6% | +0.2% |
| 30D | +4.8% | -1.8% | +6.6% | +6.3% |
| 3M | +11.1% | +1.5% | +9.7% | +10.4% |
| 6M | +54.6% | +7.7% | +46.9% | +47.9% |
| YTD | +71.4% | +2.7% | +68.7% | +69.5% |
| 1Y | +82.1% | +6.8% | +75.3% | +75.6% |
| 3Y | +193.2% | +76.9% | +116.4% | +103.8% |
| 5Y | +146.1% | +73.4% | +72.7% | +67.0% |
| All | +146.1% | +71.2% | +74.9% | +67.0% |
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 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