+667.7%
IWF vs CDW
+903.1%
-235.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.5% | +3.2% | -2.6% | -0.7% |
| 30D | -0.4% | +9.3% | -9.7% | -4.1% |
| 3M | -2.6% | +9.8% | -12.4% | -7.2% |
| 6M | +9.1% | +23.3% | -14.2% | -3.3% |
| YTD | +4.5% | +13.7% | -9.2% | -4.8% |
| 1Y | +10.1% | -6.5% | +16.6% | +8.5% |
| 3Y | +77.6% | -25.2% | +102.9% | +88.0% |
| 5Y | +73.7% | -19.5% | +93.2% | +74.9% |
| 10Y | +411.5% | +285.8% | +125.7% | +186.9% |
| All | +667.7% | +903.1% | -235.4% | +273.3% |
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