+497.9%
IWF vs FWONK
+276.3%
+221.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -1.8% | -6.8% | +4.9% | 0.0% |
| 3M | +1.5% | +7.7% | -6.3% | -1.0% |
| 6M | +7.7% | +11.0% | -3.3% | +3.9% |
| YTD | +2.7% | -3.1% | +5.8% | +2.8% |
| 1Y | +6.8% | -3.5% | +10.2% | +6.7% |
| 3Y | +76.9% | +44.6% | +32.3% | +55.1% |
| 5Y | +73.4% | +98.3% | -24.9% | +38.3% |
| 10Y | +416.4% | +339.3% | +77.1% | +227.0% |
| All | +497.9% | +276.3% | +221.6% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling