+65.5%
IWF vs NWSA
+32.6%
+32.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -2.0% |
| 7D | +2.8% | +2.2% | +0.6% | +2.1% |
| 30D | -7.5% | -8.8% | +1.2% | -5.0% |
| 3M | -8.5% | -6.5% | -2.0% | -6.9% |
| 6M | -7.4% | +1.5% | -8.9% | -9.0% |
| YTD | -2.6% | +4.0% | -6.7% | -5.5% |
| 1Y | -1.8% | +3.4% | -5.3% | -4.5% |
| 3Y | +65.5% | +34.8% | +30.6% | +47.2% |
| All | +65.5% | +32.6% | +32.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling