+606.8%
IWF vs NWSA
+102.5%
+504.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -2.1% |
| 7D | +2.8% | +2.2% | +0.6% | +2.0% |
| 30D | -7.5% | -8.8% | +1.2% | -4.7% |
| 3M | -8.5% | -6.5% | -2.0% | -6.7% |
| 6M | -7.4% | +1.5% | -8.9% | -9.0% |
| YTD | -2.6% | +4.0% | -6.7% | -5.7% |
| 1Y | -1.8% | +3.4% | -5.3% | -4.8% |
| 3Y | +65.5% | +34.8% | +30.6% | +44.3% |
| 5Y | +55.8% | +18.4% | +37.5% | +39.3% |
| 10Y | +384.9% | +149.2% | +235.7% | +212.0% |
| All | +606.8% | +102.5% | +504.3% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling