+56.0%
IWF vs BWA
+27.4%
+28.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | -8.5% | -24.8% | +16.3% | -1.1% |
| 6M | -7.4% | -23.5% | +16.1% | -1.0% |
| YTD | -2.6% | +13.8% | -16.5% | -9.3% |
| 1Y | -1.8% | +13.4% | -15.3% | -8.6% |
| 3Y | +65.5% | +62.8% | +2.7% | +31.4% |
| All | +56.0% | +27.4% | +28.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling