+610.2%
HWM vs IWD
+74.1%
+536.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +1.7% |
| 7D | +5.0% | -0.6% | +5.5% | +5.9% |
| 30D | +1.5% | +3.6% | -2.1% | -3.1% |
| 3M | -20.3% | +2.7% | -23.0% | -23.0% |
| 6M | -18.0% | +13.2% | -31.2% | -30.4% |
| YTD | +9.5% | +26.8% | -17.3% | -19.6% |
| 1Y | +7.5% | +29.3% | -21.8% | -23.1% |
| 3Y | +355.7% | +85.1% | +270.5% | +105.9% |
| 5Y | +610.2% | +74.2% | +536.0% | +258.7% |
| All | +610.2% | +74.1% | +536.1% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling