+47.7%
IWF vs AS
+142.2%
-94.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.3% |
| 7D | -1.0% | +5.8% | -6.9% | -2.1% |
| 30D | -10.1% | +15.4% | -25.4% | -12.5% |
| 3M | -7.6% | -11.9% | +4.3% | -5.6% |
| 6M | -6.7% | -9.9% | +3.2% | -5.4% |
| YTD | -2.5% | -13.1% | +10.5% | -1.0% |
| 1Y | -2.1% | +9.9% | -11.9% | -5.0% |
| All | +47.7% | +142.2% | -94.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling