+531.0%
HWM vs IWF
+50.3%
+480.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +1.5% |
| 7D | +3.4% | -5.0% | +8.4% | +7.7% |
| 30D | -7.5% | -13.2% | +5.7% | +3.5% |
| 3M | -28.9% | -9.4% | -19.4% | -23.2% |
| 6M | -19.6% | -8.6% | -11.0% | -14.2% |
| YTD | +0.6% | -5.3% | +5.9% | +4.1% |
| 1Y | +0.3% | -5.0% | +5.3% | +3.5% |
| 3Y | +326.1% | +64.6% | +261.5% | +183.6% |
| All | +531.0% | +50.3% | +480.8% | +328.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling