+590.1%
EWT vs IWF
+654.2%
-64.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | +1.6% | +1.5% | +0.1% | +0.3% |
| 30D | +8.2% | -1.3% | +9.5% | +9.4% |
| 3M | +11.1% | +0.1% | +10.9% | +11.4% |
| 6M | +60.4% | +10.3% | +50.2% | +48.9% |
| YTD | +75.6% | +4.2% | +71.4% | +71.1% |
| 1Y | +91.3% | +9.3% | +82.0% | +79.1% |
| 3Y | +200.3% | +79.3% | +120.9% | +82.4% |
| 5Y | +156.4% | +73.8% | +82.6% | +55.2% |
| 10Y | +495.8% | +410.9% | +84.9% | +27.1% |
| All | +590.1% | +654.2% | -64.1% | -33.3% |
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 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