+4.4%
HWM vs IWD
+33.0%
-28.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -7.2% |
| 7D | +9.4% | +2.5% | +6.9% | +6.3% |
| 30D | -7.0% | +6.0% | -12.9% | -13.2% |
| 3M | -25.9% | +3.8% | -29.6% | -28.9% |
| 6M | -10.8% | +16.3% | -27.2% | -26.8% |
| YTD | +4.3% | +27.5% | -23.2% | -24.2% |
| 1Y | +4.4% | +32.8% | -28.4% | -27.1% |
| All | +4.4% | +33.0% | -28.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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