+1,579.2%
HWM vs IWD
+212.1%
+1,367.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +2.1% |
| 7D | +1.6% | +1.3% | +0.3% | -0.4% |
| 30D | -3.9% | +3.6% | -7.5% | -8.9% |
| 3M | -23.2% | +2.3% | -25.6% | -25.8% |
| 6M | -20.0% | +13.0% | -33.0% | -33.3% |
| YTD | +5.7% | +26.2% | -20.5% | -24.9% |
| 1Y | +4.9% | +30.5% | -25.6% | -29.1% |
| 3Y | +347.0% | +86.2% | +260.8% | +78.8% |
| 5Y | +563.0% | +72.9% | +490.1% | +199.1% |
| 10Y | +1,579.2% | +205.0% | +1,374.1% | +204.0% |
| All | +1,579.2% | +212.1% | +1,367.1% | +204.0% |
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