+1,524.1%
HWM vs IWD
+207.5%
+1,316.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.0% |
| 7D | +3.4% | -0.5% | +3.8% | +3.9% |
| 30D | -7.5% | +2.7% | -10.2% | -11.2% |
| 3M | -28.9% | +0.9% | -29.8% | -29.9% |
| 6M | -19.6% | +10.5% | -30.2% | -30.9% |
| YTD | +0.6% | +23.7% | -23.1% | -26.5% |
| 1Y | +0.3% | +28.7% | -28.4% | -30.9% |
| 3Y | +326.1% | +79.7% | +246.4% | +79.6% |
| 5Y | +525.2% | +69.7% | +455.5% | +189.7% |
| All | +1,524.1% | +207.5% | +1,316.6% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling