+387.3%
IWF vs BWA
+94.2%
+293.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.8% | +4.3% | -1.5% | +1.6% |
| 30D | -7.5% | -13.0% | +5.5% | -3.7% |
| 3M | -8.5% | -24.8% | +16.3% | -0.9% |
| 6M | -7.4% | -23.5% | +16.1% | -0.8% |
| YTD | -2.6% | +13.8% | -16.5% | -8.8% |
| 1Y | -1.8% | +13.4% | -15.3% | -8.1% |
| 3Y | +65.5% | +62.8% | +2.7% | +34.7% |
| 5Y | +55.8% | +28.5% | +27.4% | +32.6% |
| All | +387.3% | +94.2% | +293.0% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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