+1,516.2%
HWM vs IWF
+377.5%
+1,138.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.1% |
| 7D | -1.8% | -2.9% | +1.2% | +1.0% |
| 30D | -2.7% | -10.9% | +8.2% | +8.0% |
| 3M | -22.7% | -8.1% | -14.6% | -16.8% |
| 6M | -18.9% | -7.5% | -11.4% | -13.6% |
| YTD | +7.1% | -3.4% | +10.5% | +9.3% |
| 1Y | +4.7% | -5.0% | +9.7% | +8.6% |
| 3Y | +345.6% | +64.0% | +281.6% | +175.7% |
| 5Y | +588.3% | +56.8% | +531.5% | +338.6% |
| 10Y | +1,516.2% | +381.2% | +1,135.0% | +123.6% |
| All | +1,516.2% | +377.5% | +1,138.7% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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