+392.2%
IWF vs CDW
+338.4%
+53.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.4% |
| 7D | -1.1% | +2.6% | -3.7% | -2.0% |
| 30D | -8.3% | +20.4% | -28.7% | -15.1% |
| 3M | -5.6% | +28.5% | -34.0% | -15.5% |
| 6M | -5.4% | +70.6% | -76.0% | -26.2% |
| YTD | -1.2% | +29.1% | -30.3% | -15.5% |
| 1Y | -2.7% | +23.8% | -26.4% | -15.2% |
| 3Y | +67.8% | -14.5% | +82.2% | +67.6% |
| 5Y | +60.1% | -1.6% | +61.7% | +46.7% |
| 10Y | +392.2% | +322.0% | +70.2% | +180.0% |
| All | +392.2% | +338.4% | +53.7% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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