+413.4%
IWF vs BWA
+156.8%
+256.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -1.7% | -2.9% | +1.2% | -1.0% |
| 3M | +0.7% | -10.7% | +11.4% | +3.7% |
| 6M | +8.6% | +26.5% | -17.9% | +0.4% |
| YTD | +3.5% | +49.1% | -45.6% | -10.1% |
| 1Y | +7.0% | +52.1% | -45.0% | -7.9% |
| 3Y | +76.3% | +72.6% | +3.8% | +41.8% |
| 5Y | +74.8% | +89.4% | -14.7% | +32.9% |
| All | +413.4% | +156.8% | +256.7% | +238.8% |
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