+536.9%
HWM vs IWD
+68.9%
+468.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | +3.3% | -0.5% | +3.8% | +3.8% |
| 30D | -7.6% | +2.7% | -10.3% | -10.8% |
| 3M | -28.9% | +0.9% | -29.8% | -29.8% |
| 6M | -19.7% | +10.5% | -30.2% | -29.8% |
| YTD | +0.5% | +23.7% | -23.2% | -23.9% |
| 1Y | +0.3% | +28.7% | -28.5% | -28.0% |
| 3Y | +325.8% | +79.7% | +246.1% | +99.7% |
| All | +536.9% | +68.9% | +468.1% | +234.5% |
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