+609.9%
IWF vs CDW
+1,014.9%
-405.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.9% |
| 7D | -2.9% | +13.1% | -16.0% | -7.5% |
| 30D | -10.9% | +19.1% | -30.0% | -17.0% |
| 3M | -8.1% | +24.7% | -32.8% | -16.5% |
| 6M | -7.5% | +63.4% | -70.9% | -25.9% |
| YTD | -3.4% | +26.3% | -29.7% | -16.2% |
| 1Y | -5.0% | +20.6% | -25.6% | -16.0% |
| 3Y | +64.0% | -16.3% | +80.3% | +64.8% |
| 5Y | +56.8% | -3.9% | +60.7% | +46.1% |
| 10Y | +381.2% | +331.5% | +49.7% | +156.5% |
| All | +609.9% | +1,014.9% | -405.0% | +228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling