+73.8%
IWF vs CDW
-19.1%
+92.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.5% | +3.2% | -2.6% | -0.6% |
| 30D | -0.4% | +9.3% | -9.7% | -3.6% |
| 3M | -2.6% | +9.8% | -12.4% | -6.7% |
| 6M | +9.1% | +23.3% | -14.2% | -2.6% |
| YTD | +4.5% | +13.7% | -9.2% | -3.9% |
| 1Y | +10.1% | -6.5% | +16.6% | +10.4% |
| 3Y | +77.6% | -25.2% | +102.9% | +90.1% |
| All | +73.8% | -19.1% | +92.9% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling