+1,388.5%
HWM vs IWF
+375.7%
+1,012.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +1.4% |
| 7D | +3.4% | -5.0% | +8.4% | +8.2% |
| 30D | -7.5% | -13.2% | +5.7% | +5.1% |
| 3M | -28.9% | -9.4% | -19.4% | -22.4% |
| 6M | -19.6% | -8.6% | -11.0% | -13.5% |
| YTD | +0.6% | -5.3% | +5.9% | +4.6% |
| 1Y | +0.3% | -5.0% | +5.3% | +3.9% |
| 3Y | +326.1% | +64.6% | +261.5% | +162.7% |
| 5Y | +525.2% | +50.8% | +474.4% | +314.0% |
| 10Y | +1,492.9% | +385.7% | +1,107.2% | +159.3% |
| All | +1,388.5% | +375.7% | +1,012.8% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling