+38.2%
GLW vs IWD
+30.1%
+8.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +6.4% |
| 7D | +1.4% | -0.6% | +2.0% | +3.4% |
| 30D | -18.2% | +3.6% | -21.8% | -24.2% |
| 3M | -24.2% | +2.7% | -26.8% | -28.7% |
| 6M | -41.7% | +13.2% | -54.9% | -58.4% |
| YTD | +38.3% | +26.8% | +11.5% | -23.2% |
| 1Y | +38.2% | +29.3% | +8.9% | -25.7% |
| All | +38.2% | +30.1% | +8.1% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling