+724.9%
IWF vs GWW
+4,564.0%
-3,839.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | +1.5% | -1.5% | +3.0% | +2.1% |
| 30D | -1.3% | +1.1% | -2.4% | -1.8% |
| 3M | +0.1% | -1.0% | +1.1% | +0.1% |
| 6M | +10.3% | +16.3% | -6.0% | +2.8% |
| YTD | +4.2% | +28.5% | -24.4% | -7.4% |
| 1Y | +9.3% | +30.3% | -21.0% | -3.6% |
| 3Y | +79.3% | +91.6% | -12.3% | +32.3% |
| 5Y | +73.8% | +224.0% | -150.2% | +0.8% |
| 10Y | +410.9% | +551.3% | -140.4% | +103.2% |
| All | +724.9% | +4,564.0% | -3,839.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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