+1,520.0%
HWM vs IWF
+396.4%
+1,123.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +0.2% |
| 7D | +5.0% | -1.1% | +6.0% | +6.1% |
| 30D | +1.5% | -8.3% | +9.8% | +9.7% |
| 3M | -20.3% | -5.6% | -14.8% | -16.3% |
| 6M | -18.0% | -5.4% | -12.6% | -14.4% |
| YTD | +9.5% | -1.2% | +10.7% | +9.5% |
| 1Y | +7.5% | -2.7% | +10.1% | +9.0% |
| 3Y | +355.7% | +67.8% | +287.9% | +176.5% |
| 5Y | +610.2% | +60.1% | +550.1% | +344.5% |
| 10Y | +1,516.8% | +392.2% | +1,124.6% | +155.2% |
| All | +1,520.0% | +396.4% | +1,123.6% | +154.6% |
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 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