+727.5%
IWF vs BWA
+1,899.8%
-1,172.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | +0.5% | +5.7% | -5.1% | -1.2% |
| 30D | -0.4% | +1.4% | -1.8% | -1.0% |
| 3M | -2.6% | -12.1% | +9.5% | +1.0% |
| 6M | +9.1% | +28.6% | -19.4% | -0.4% |
| YTD | +4.5% | +51.1% | -46.6% | -10.9% |
| 1Y | +10.1% | +55.9% | -45.8% | -7.4% |
| 3Y | +77.6% | +70.1% | +7.5% | +41.1% |
| 5Y | +73.7% | +90.7% | -17.0% | +30.0% |
| 10Y | +411.5% | +154.0% | +257.6% | +220.0% |
| All | +727.5% | +1,899.8% | -1,172.3% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling