+655.5%
HWM vs IWF
+73.3%
+582.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.3% | -10.4% | -10.4% |
| 7D | -9.2% | +1.5% | -10.7% | -10.2% |
| 30D | -17.9% | -1.3% | -16.6% | -17.1% |
| 3M | -6.0% | +0.1% | -6.2% | -6.5% |
| 6M | -7.4% | +10.3% | -17.6% | -14.8% |
| YTD | +13.1% | +4.2% | +8.9% | +8.7% |
| 1Y | +29.3% | +9.3% | +20.0% | +19.4% |
| 3Y | +389.9% | +79.3% | +310.6% | +206.1% |
| 5Y | +655.5% | +73.8% | +581.8% | +370.9% |
| All | +655.5% | +73.3% | +582.2% | +370.9% |
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