+75.1%
IWF vs NWSA
+40.0%
+35.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.9% | -2.8% | +1.9% | +0.2% |
| 30D | -1.7% | +3.0% | -4.8% | -3.0% |
| 3M | +0.7% | +12.3% | -11.7% | -4.7% |
| 6M | +8.6% | +21.9% | -13.3% | -1.2% |
| YTD | +3.5% | +13.6% | -10.0% | -3.2% |
| 1Y | +7.0% | +0.5% | +6.5% | +5.5% |
| 3Y | +76.3% | +43.8% | +32.6% | +45.3% |
| All | +75.1% | +40.0% | +35.0% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling