-24.7%
HWM vs IWF
-8.8%
-15.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +1.8% |
| 7D | +3.4% | -5.0% | +8.4% | +6.3% |
| 30D | -7.5% | -13.2% | +5.7% | -1.0% |
| 3M | -28.9% | -9.4% | -19.4% | -25.3% |
| All | -24.7% | -8.8% | -15.9% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling