+671.1%
IWF vs BWA
+1,406.8%
-735.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.8% | +4.3% | -1.5% | +1.4% |
| 30D | -7.5% | -13.0% | +5.5% | -3.3% |
| 3M | -8.5% | -24.8% | +16.3% | 0.0% |
| 6M | -7.4% | -23.5% | +16.1% | 0.0% |
| YTD | -2.6% | +13.8% | -16.5% | -9.2% |
| 1Y | -1.8% | +13.4% | -15.3% | -8.5% |
| 3Y | +65.5% | +62.8% | +2.7% | +33.5% |
| 5Y | +55.8% | +28.5% | +27.4% | +32.6% |
| 10Y | +384.9% | +95.4% | +289.5% | +230.1% |
| All | +671.1% | +1,406.8% | -735.7% | +89.3% |
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