-1.3%
IWF vs GWRE
-24.5%
+23.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.6% | +0.2% |
| 7D | -4.2% | +2.2% | -6.4% | -4.2% |
| 30D | -8.1% | +4.5% | -12.7% | -8.4% |
| 3M | -5.1% | +6.4% | -11.5% | -5.8% |
| 6M | -1.4% | +18.8% | -20.3% | -2.8% |
| YTD | -0.1% | -15.1% | +15.0% | +2.9% |
| 1Y | -1.3% | -23.4% | +22.1% | +5.1% |
| All | -1.3% | -24.5% | +23.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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