+58.3%
IWF vs AS
+120.4%
-62.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.7% |
| 7D | +0.5% | -4.9% | +5.4% | +1.5% |
| 30D | -0.4% | -19.6% | +19.2% | +3.7% |
| 3M | -2.6% | -14.4% | +11.8% | -0.1% |
| 6M | +9.1% | -20.1% | +29.3% | +13.0% |
| YTD | +4.5% | -20.9% | +25.4% | +8.2% |
| 1Y | +10.1% | -21.9% | +31.9% | +13.8% |
| All | +58.3% | +120.4% | -62.0% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling