+493.9%
GLW vs IWD
+207.5%
+286.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | -13.9% | -0.5% | -13.5% | -13.4% |
| 30D | -35.0% | +2.7% | -37.6% | -37.2% |
| 3M | -32.4% | +0.9% | -33.2% | -33.3% |
| 6M | -41.3% | +10.5% | -51.9% | -48.3% |
| YTD | +21.8% | +23.7% | -1.9% | -5.6% |
| 1Y | +21.8% | +28.7% | -6.9% | -10.0% |
| 3Y | +307.7% | +79.7% | +228.0% | +99.6% |
| 5Y | +213.7% | +69.7% | +144.0% | +65.5% |
| All | +493.9% | +207.5% | +286.4% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling