-1.3%
IWF vs FWONK
+0.2%
-1.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | -4.2% | +8.9% | -13.0% | -4.7% |
| 30D | -8.1% | +4.1% | -12.3% | -8.4% |
| 3M | -5.1% | +2.6% | -7.7% | -5.3% |
| 6M | -1.4% | +12.2% | -13.6% | -3.1% |
| YTD | -0.1% | +0.4% | -0.5% | -2.0% |
| 1Y | -1.3% | -1.8% | +0.5% | -1.7% |
| All | -1.3% | +0.2% | -1.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling