+656.2%
IWF vs NWSA
+123.2%
+533.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +1.5% | -2.6% | +4.1% | +2.5% |
| 30D | -1.3% | +4.6% | -5.8% | -2.9% |
| 3M | +0.1% | +10.2% | -10.1% | -3.9% |
| 6M | +10.3% | +21.6% | -11.4% | +1.7% |
| YTD | +4.2% | +14.6% | -10.5% | -2.1% |
| 1Y | +9.3% | +0.4% | +9.0% | +7.6% |
| 3Y | +79.3% | +45.0% | +34.4% | +52.9% |
| 5Y | +73.8% | +41.3% | +32.5% | +46.4% |
| 10Y | +410.9% | +142.8% | +268.1% | +230.4% |
| All | +656.2% | +123.2% | +533.0% | +400.0% |
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